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
$m$	21
$α$	0.5913	26.05
$β$	0.4802	35.62
$γ$	-0.5000	-16.36
$λ_{1}$	0.0466	1.90
$λ_{2}$	1.0000	17.89
$λ_{3}$	0.0000	0.00

V-Lab

Saxon Financial Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saxon Financial Inc Analyses