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
$ω$	0.7535	3.20
$α$	0.0562	4.82
$β$	0.8931	37.63
$γ_{1}$	-0.5580	-1.83
$γ_{2}$	0.5156	1.21
$γ_{3}$	0.1802	0.75
$γ_{4}$	0.0934	0.47
$γ_{5}$	-0.6546	-3.51
$γ_{6}$	0.7468	3.89
$γ_{7}$	-0.4677	-2.14
$γ_{8}$	0.0222	0.08

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AuRico Gold Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AuRico Gold Inc Analyses