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
$m$	126
$α$	0.2136	13.95
$β$	0.6577	34.58
$γ$	-0.0332	-1.59
$λ_{1}$	0.0166	0.14
$λ_{2}$	0.0010	0.51
$λ_{3}$	0.9990	216.93

V-Lab

Hexo Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hexo Corp Analyses