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
$ω$	0.8920	3.95
$α$	0.2665	4.30
$β$	0.6020	7.64
$γ_{1}$	5.3132	3.57
$γ_{2}$	-10.4898	-4.10
$γ_{3}$	9.3047	4.19
$γ_{4}$	-6.1379	-3.46
$γ_{5}$	2.1840	1.65
$γ_{6}$	0.2385	0.18
$γ_{7}$	-1.2742	-1.03
$γ_{8}$	1.5137	2.11

V-Lab

NBI Active CAD PRD Shars ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:4.54% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NBI Active CAD PRD Shars ETF Analyses