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
$ω$	1.1695	3.83
$α$	0.1212	9.12
$β$	0.8471	29.63
$γ_{1}$	0.0485	0.56
$γ_{2}$	-0.1245	-1.04
$γ_{3}$	0.0382	0.33
$γ_{4}$	0.1958	1.54
$γ_{5}$	-0.3659	-3.68
$γ_{6}$	0.3469	3.89
$γ_{7}$	-0.1658	-2.04
$γ_{8}$	0.0715	0.98
$γ_{9}$	-0.0108	-0.09
$γ_{10}$	-0.5857	-2.75

V-Lab

CI Financial Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CI Financial Corp Analyses