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
$ω$	1.2980	8.81
$α$	0.1225	5.42
$β$	0.5473	5.15
$γ_{1}$	-0.5274	-2.01
$γ_{2}$	0.9699	2.29
$γ_{3}$	-0.6655	-2.21
$γ_{4}$	0.5350	2.02
$γ_{5}$	-0.5090	-1.85
$γ_{6}$	0.2673	0.87
$γ_{7}$	-0.4817	-0.92
$γ_{8}$	1.4768	1.37
$γ_{9}$	-3.5221	-1.76

V-Lab

Shoppers Drug Mart Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shoppers Drug Mart Corp Analyses