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
$ω$	1.0867	3.53
$α$	0.1196	2.60
$β$	0.2805	1.28
$γ_{1}$	10.8146	0.91
$γ_{2}$	-21.5877	-1.30
$γ_{3}$	21.1120	2.32
$γ_{4}$	-19.2444	-2.66
$γ_{5}$	12.5346	2.04
$γ_{6}$	-0.7026	-0.11
$γ_{7}$	-1.5740	-0.19
$γ_{8}$	-11.4573	-1.10
$γ_{9}$	33.1644	1.76
$γ_{10}$	-104.2160	-2.19

V-Lab

Saxon Financial Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saxon Financial Inc Analyses