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
$ω$	1.4461	2.91
$α$	0.1306	10.84
$β$	0.8617	62.29
$γ_{1}$	-0.0095	-0.05
$γ_{2}$	-0.0803	-0.38
$γ_{3}$	0.0801	0.54
$γ_{4}$	0.1477	0.90
$γ_{5}$	-0.3472	-2.67
$γ_{6}$	0.3662	3.03
$γ_{7}$	-0.2219	-2.00
$γ_{8}$	0.2158	2.25
$γ_{9}$	-0.4888	-5.35
$γ_{10}$	0.5532	6.24

V-Lab

CI Financial Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Financial Corp Analyses