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
$ω$	2.8012	4.82
$α$	0.1785	7.82
$β$	0.7720	26.75
$γ_{1}$	0.0552	0.38
$γ_{2}$	-0.1743	-0.79
$γ_{3}$	0.4293	2.89
$γ_{4}$	-0.7287	-4.55
$γ_{5}$	0.7437	3.85
$γ_{6}$	-0.4366	-2.44
$γ_{7}$	0.1535	0.88
$γ_{8}$	-0.0713	-0.38
$γ_{9}$	0.1766	0.75
$γ_{10}$	-0.2747	-1.14

V-Lab

Chesswood Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chesswood Group Ltd Analyses