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
$m$	91
$α$	0.2003	18.45
$β$	0.4388	20.76
$γ$	0.0457	1.87
$λ_{1}$	0.5072	0.77
$λ_{2}$	0.3559	0.82
$λ_{3}$	0.5928	1.13

V-Lab

IBI Group Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IBI Group Inc Analyses