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
$m$	71
$α$	0.0495	16.98
$β$	0.8846	170.84
$γ$	0.0536	9.67
$λ_{1}$	0.0145	6.91
$λ_{2}$	0.0104	5.26
$λ_{3}$	0.9852	377.78

V-Lab

Canadian Western Bank MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Western Bank Analyses