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
$ω$	0.7747	5.18
$α$	0.1270	9.99
$β$	0.8247	38.98
$γ_{1}$	-0.1035	-4.16
$γ_{2}$	0.0749	1.84
$γ_{3}$	0.1020	2.85
$γ_{4}$	-0.1378	-3.59
$γ_{5}$	0.1386	3.44
$γ_{6}$	-0.1276	-2.30
$γ_{7}$	-0.0158	-0.19

V-Lab

Home Capital Group Inc 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