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
$ω$	0.2224	11.22
$α$	0.0375	17.89
$β$	0.9289	510.10
$γ$	0.0571	10.78

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SEMAFO Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SEMAFO Inc Analyses