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
$ω$	0.4466	6.58
$α$	0.2262	5.96
$β$	0.5530	10.34
$γ_{1}$	-0.2457	-1.55
$γ_{2}$	0.2851	1.23
$γ_{3}$	-0.2088	-1.24
$γ_{4}$	0.7064	3.47
$γ_{5}$	-1.0424	-4.70
$γ_{6}$	0.3938	1.80
$γ_{7}$	0.4236	2.16
$γ_{8}$	-0.3747	-1.50
$γ_{9}$	0.0379	0.14

V-Lab

IBI Group Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IBI Group Inc Analyses