S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3776	5.50
$α$	0.1110	9.27
$β$	0.8406	51.45
$γ_{1}$	-0.0282	-0.59
$γ_{2}$	0.0982	1.39
$γ_{3}$	-0.1385	-2.57
$γ_{4}$	0.0530	0.98
$γ_{5}$	0.1185	2.36
$γ_{6}$	-0.2386	-4.84
$γ_{7}$	0.2433	4.49
$γ_{8}$	-0.1672	-2.76
$γ_{9}$	0.1429	1.86
$γ_{10}$	-0.2124	-2.17

V-Lab

National Bank of Canada Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.75% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Bank of Canada Analyses