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
$ω$	0.9806	3.81
$α$	0.1514	6.22
$β$	0.7525	27.24
$γ_{1}$	-0.0421	-0.56
$γ_{2}$	0.0427	0.42
$γ_{3}$	-0.0395	-0.74
$γ_{4}$	0.0821	1.62
$γ_{5}$	-0.0643	-1.21
$γ_{6}$	0.0755	0.93
$γ_{7}$	-0.1874	-1.43
$γ_{8}$	0.2802	2.04
$γ_{9}$	-0.1941	-1.92
$γ_{10}$	-0.1668	-1.82

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Heroux-Devtek Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Heroux-Devtek Inc Analyses