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
$ω$	6.2498	0.23
$α$	0.8032	0.47
$β$	0.1967	0.12
$γ_{1}$	-32.6556	-1.59
$γ_{2}$	44.4412	1.79
$γ_{3}$	-13.9246	-2.70
$γ_{4}$	-0.1864	-0.04
$γ_{5}$	5.6572	0.78
$γ_{6}$	-20.4732	-1.82

V-Lab

Farmers Edge Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Farmers Edge Inc Analyses