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
$ω$	0.7275	4.35
$α$	0.1589	4.72
$β$	0.1640	1.71
$γ_{1}$	-0.3333	-0.62
$γ_{2}$	1.0996	1.47
$γ_{3}$	-2.0392	-4.28
$γ_{4}$	2.0315	5.20
$γ_{5}$	-0.9093	-2.71
$γ_{6}$	0.5020	1.35
$γ_{7}$	-0.2755	-0.56
$γ_{8}$	-0.5626	-0.96
$γ_{9}$	-1.4746	-2.14

V-Lab

Chemtrade Electrochem Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chemtrade Electrochem Inc Analyses