S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	2.24
$α$	0.4485	5.07
$β$	0.6459	25.31
$γ$	-0.1889	-1.66

V-Lab

SavvyLong 2X Cameco ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SavvyLong 2X Cameco ETF Analyses