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
$ω$	1.3220	6.26
$α$	0.0844	7.27
$β$	0.8842	60.29
$γ_{1}$	-0.0054	-1.42
$γ_{2}$	0.0132	2.26
$γ_{3}$	-0.0109	-3.08

V-Lab

Canadian Western Bank Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Western Bank Analyses