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
$ω$	0.8255	4.92
$α$	0.1273	9.41
$β$	0.8345	47.76
$γ_{1}$	-0.1027	-3.88
$γ_{2}$	0.0745	1.70
$γ_{3}$	0.1026	2.63
$γ_{4}$	-0.1468	-3.57
$γ_{5}$	0.1678	4.26
$γ_{6}$	-0.1947	-4.92
$γ_{7}$	0.1457	4.44

V-Lab

Home Capital Group Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Home Capital Group Inc Analyses