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
$ω$	0.8660	3.83
$α$	0.2513	2.14
$β$	0.1842	1.34
$γ_{1}$	-2.7098	-1.72
$γ_{2}$	5.1614	2.19
$γ_{3}$	-5.3217	-2.63
$γ_{4}$	4.8793	2.33
$γ_{5}$	-3.3914	-1.90
$γ_{6}$	2.2469	1.88

V-Lab

Assante Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Assante Corp Analyses