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
$ω$	0.9363	3.22
$α$	0.0751	8.43
$β$	0.9174	84.50
$γ_{1}$	-0.0179	-0.43
$γ_{2}$	0.0514	0.77
$γ_{3}$	-0.0935	-2.01
$γ_{4}$	0.0935	3.36

V-Lab

Canadian Oil Sands Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Oil Sands Ltd Analyses