S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2692	8.26
$α$	-0.1814	-7.06
$β$	0.8856	60.87
$γ$	-0.0380	-1.73

V-Lab

Ninepoint Barrick Hghshs ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ninepoint Barrick Hghshs ETF Analyses