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
$ω$	0.8938	6.81
$α$	0.0764	6.37
$β$	0.8104	24.04
$γ_{1}$	-0.0558	-0.70
$γ_{2}$	0.1910	1.63
$γ_{3}$	-0.2561	-2.88
$γ_{4}$	0.1200	1.37
$γ_{5}$	0.0726	0.91
$γ_{6}$	-0.0571	-0.72
$γ_{7}$	-0.1748	-2.03
$γ_{8}$	0.2396	2.47
$γ_{9}$	-0.0450	-0.56
$γ_{10}$	-0.0421	-0.78

V-Lab

Agrium Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Agrium Inc Analyses