S&P / TSX 60 VIX Index CAD

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1448	3.23
$α$	0.1297	2.05
$β$	0.4417	1.80
$γ_{1}$	-12.6018	-1.38
$γ_{2}$	24.2779	1.72
$γ_{3}$	-19.3324	-1.71
$γ_{4}$	10.4465	1.19
$γ_{5}$	-2.8095	-0.44
$γ_{6}$	8.5453	0.91
$γ_{7}$	-34.8921	-2.18
$γ_{8}$	64.5971	2.93

V-Lab

Canada Life Financial Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canada Life Financial Corp Analyses