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
$ω$	0.8623	4.02
$α$	0.2296	5.10
$β$	0.6402	9.41
$γ_{1}$	5.4332	3.62
$γ_{2}$	-10.6901	-4.15
$γ_{3}$	9.4686	4.28
$γ_{4}$	-6.3495	-3.60
$γ_{5}$	2.5713	1.97
$γ_{6}$	-0.6372	-0.51
$γ_{7}$	0.8511	0.67
$γ_{8}$	-4.1531	-1.50

V-Lab

NBI Active CAD PRD Shars ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.21% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NBI Active CAD PRD Shars ETF Analyses