S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1299	117.73
$β$	0.9351	384.96
$γ$	-0.1299	-499.46
$λ_{1}$	0.0000	0.00
$λ_{2}$	1.0000	8.42
$λ_{3}$	0.0000	0.13

V-Lab

SavvyLong 2X Cameco ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SavvyLong 2X Cameco ETF Analyses