S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9028	2.07
$α$	0.1540	2.05
$β$	0.2070	0.59
$γ_{1}$	-26.6134	-0.36
$γ_{2}$	105.0980	0.98
$γ_{3}$	-172.1190	-2.28
$γ_{4}$	192.5239	2.18
$γ_{5}$	-225.0940	-2.01
$γ_{6}$	232.4510	1.98
$γ_{7}$	-167.4539	-1.42

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Bourse De Montreal Inc 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