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
$m$	116
$α$	0.0439	3.97
$β$	0.7587	33.35
$γ$	0.1306	5.01
$λ_{1}$	3.9800	0.64
$λ_{2}$	0.6120	0.74
$λ_{3}$	0.3880	0.44

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Exro Technologies Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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