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
$m$	116
$α$	0.1364	24.34
$β$	0.6273	41.48
$γ$	-0.0020	-0.24
$λ_{1}$	0.7039	0.21
$λ_{2}$	0.9368	0.20
$λ_{3}$	0.0000	0.00

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Heroux-Devtek Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Heroux-Devtek Inc Analyses