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
$ω$	0.8307	4.76
$α$	0.0683	5.52
$β$	0.8977	47.43
$γ_{1}$	0.0883	0.46
$γ_{2}$	0.0739	0.24
$γ_{3}$	-0.4950	-2.05
$γ_{4}$	0.5728	2.90
$γ_{5}$	-0.2583	-1.56
$γ_{6}$	-0.0377	-0.20
$γ_{7}$	0.0848	0.48
$γ_{8}$	0.0679	0.38
$γ_{9}$	-0.5411	-1.99
$γ_{10}$	1.5124	1.93

V-Lab

Crew Energy Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crew Energy Inc Analyses