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
$m$	111
$α$	0.1769	13.98
$β$	0.6544	40.77
$γ$	-0.0082	-0.57
$λ_{1}$	0.9821	0.45
$λ_{2}$	0.2203	0.44
$λ_{3}$	0.5886	0.63

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Onex Canada Asset Management Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Onex Canada Asset Management Inc Analyses