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
$ω$	1.2162	2.96
$α$	0.3007	3.24
$β$	0.0000	0.00
$γ_{1}$	-7.3635	-0.97
$γ_{2}$	11.5563	1.12
$γ_{3}$	-6.5154	-0.89
$γ_{4}$	1.6305	0.24
$γ_{5}$	2.6665	0.47
$γ_{6}$	-2.6613	-0.47
$γ_{7}$	0.3175	0.04
$γ_{8}$	11.9304	1.29
$γ_{9}$	-47.5564	-3.33
$γ_{10}$	80.2538	4.24

V-Lab

Canada Life Financial Corp 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