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
$ω$	1.7903	2.65
$α$	0.2563	2.89
$β$	0.5289	4.68
$γ_{1}$	-2.2835	-0.13
$γ_{2}$	13.8963	0.54
$γ_{3}$	-19.8492	-1.40
$γ_{4}$	13.8105	1.40
$γ_{5}$	-15.9756	-1.61
$γ_{6}$	28.9334	2.35
$γ_{7}$	-32.9851	-2.18
$γ_{8}$	16.8481	0.98
$γ_{9}$	13.7786	0.65
$γ_{10}$	-87.2162	-2.87

V-Lab

Addenda Capital Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Addenda Capital Inc Analyses