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
$ω$	0.4221	5.35
$α$	0.1736	3.18
$β$	0.4625	4.40
$γ_{1}$	-0.8320	-2.09
$γ_{2}$	0.7948	1.27
$γ_{3}$	0.3346	0.90
$γ_{4}$	-0.4374	-2.42

V-Lab

NBI Liquid Alternatives ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.65% (+0.16%)

Date Range:

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News Impact Curve

Volatility Forecasts

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