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
$ω$	2.1231	1.68
$α$	0.4687	8.20
$β$	0.5233	11.51
$γ_{1}$	-12.7350	-0.46
$γ_{2}$	13.4580	0.39
$γ_{3}$	-1.7078	-0.13
$γ_{4}$	4.0393	0.42
$γ_{5}$	-4.2082	-0.52
$γ_{6}$	4.5542	0.57
$γ_{7}$	-19.8026	-1.98
$γ_{8}$	28.6859	3.86

V-Lab

Saxon Financial Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saxon Financial Inc Analyses