S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5307	6.62
$α$	0.1090	5.49
$β$	0.7893	24.15
$γ_{1}$	0.0964	0.89
$γ_{2}$	-0.2068	-1.24
$γ_{3}$	0.1912	1.77
$γ_{4}$	-0.1273	-1.45
$γ_{5}$	0.1401	1.20
$γ_{6}$	-0.2833	-1.46
$γ_{7}$	0.4115	1.88
$γ_{8}$	-0.4510	-2.60
$γ_{9}$	0.7219	2.24

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H2O Innovation Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other H2O Innovation Inc Analyses