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
$ω$	0.9939	4.21
$α$	0.1408	7.20
$β$	0.7476	22.83
$γ_{1}$	-0.0200	-0.28
$γ_{2}$	0.0055	0.06
$γ_{3}$	-0.0083	-0.16
$γ_{4}$	0.0492	1.03
$γ_{5}$	-0.0312	-0.63
$γ_{6}$	0.0450	0.60
$γ_{7}$	-0.1690	-1.41
$γ_{8}$	0.2976	2.42
$γ_{9}$	-0.2882	-3.51
$γ_{10}$	0.1633	3.46

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Heroux-Devtek Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Heroux-Devtek Inc Analyses