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
$ω$	5.4718	0.40
$α$	0.7781	0.71
$β$	0.2218	0.20
$γ_{1}$	-33.3854	-1.93
$γ_{2}$	45.7722	2.18
$γ_{3}$	-15.5698	-3.18
$γ_{4}$	3.1943	0.80
$γ_{5}$	-2.9158	-0.60
$γ_{6}$	5.1754	1.08

V-Lab

Farmers Edge Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Farmers Edge Inc Analyses