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
$ω$	1.1465	2.98
$α$	0.2844	3.18
$β$	0.0000	0.00
$γ_{1}$	-8.7272	-1.35
$γ_{2}$	14.8381	1.77
$γ_{3}$	-11.5019	-2.28
$γ_{4}$	8.7609	1.58
$γ_{5}$	-4.5360	-0.73
$γ_{6}$	0.5188	0.08
$γ_{7}$	10.6779	1.29
$γ_{8}$	-33.3348	-2.80
$γ_{9}$	37.2991	4.02

V-Lab

Canada Life Financial Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canada Life Financial Corp Analyses