S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0229	11.30
$α$	0.1279	17.43
$β$	0.8713	125.84
$γ$	0.0638	2.76
$δ$	1.3159	13.61

V-Lab

Global X Active Global Fixed Income ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Active Global Fixed Income ETF Analyses