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
$ω$	3.0608	3.35
$α$	0.2045	3.77
$β$	0.3626	2.92
$γ_{1}$	15.6081	4.53
$γ_{2}$	-23.2467	-4.23
$γ_{3}$	15.5579	4.24
$γ_{4}$	-15.4753	-5.75
$γ_{5}$	12.8970	4.42
$γ_{6}$	-10.0090	-3.25
$γ_{7}$	6.5831	2.56
$γ_{8}$	-1.8155	-0.70
$γ_{9}$	1.0183	0.23

V-Lab

EGI Canada Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EGI Canada Corp Analyses