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
$ω$	0.7399	4.03
$α$	0.0755	8.07
$β$	0.9091	75.44
$γ_{1}$	-0.0678	-1.22
$γ_{2}$	0.1335	1.56
$γ_{3}$	-0.0964	-1.38
$γ_{4}$	-0.0446	-0.59
$γ_{5}$	0.3273	3.29

V-Lab

Canadian Oil Sands Ltd 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