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
$ω$	1.5825	5.99
$α$	0.0665	7.98
$β$	0.9269	106.62
$γ_{1}$	0.0528	2.11
$γ_{2}$	-0.0909	-2.29
$γ_{3}$	0.0578	2.14

V-Lab

Trinidad Drilling Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trinidad Drilling Ltd Analyses