S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6197	4.98
$α$	0.0835	6.94
$β$	0.8909	55.35
$γ_{1}$	-0.0399	-2.67
$γ_{2}$	0.0498	2.67

V-Lab

Aspen Venture Capital Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aspen Venture Capital Corp Analyses