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
$ω$	1.1859	3.17
$α$	0.0000	0.00
$β$	0.6973	0.48
$γ_{1}$	29.9505	0.54
$γ_{2}$	22.2733	0.26
$γ_{3}$	-128.9730	-1.91
$γ_{4}$	159.4278	2.13
$γ_{5}$	-186.0196	-2.07
$γ_{6}$	179.5570	2.14
$γ_{7}$	-94.6632	-2.20

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Bourse De Montreal Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bourse De Montreal Inc Analyses