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
$ω$	3.0250	3.31
$α$	0.2054	3.81
$β$	0.3671	2.99
$γ_{1}$	15.3488	4.42
$γ_{2}$	-22.8126	-4.12
$γ_{3}$	15.2079	4.11
$γ_{4}$	-15.1206	-5.59
$γ_{5}$	12.5384	4.29
$γ_{6}$	-9.6386	-3.14
$γ_{7}$	6.1557	2.45
$γ_{8}$	-1.1852	-0.56
$γ_{9}$	-0.3476	-0.20

V-Lab

EGI Canada Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EGI Canada Corp Analyses