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
$ω$	1.1722	4.95
$α$	0.2368	5.63
$β$	0.5803	14.40
$γ_{1}$	0.1730	0.89
$γ_{2}$	-0.3856	-1.18
$γ_{3}$	0.6771	2.48
$γ_{4}$	-1.1863	-4.54
$γ_{5}$	1.4427	5.34
$γ_{6}$	-1.3061	-4.38
$γ_{7}$	1.1009	3.85
$γ_{8}$	-1.9875	-4.84

V-Lab

RONA Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RONA Inc Analyses