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
$ω$	0.4429	6.52
$α$	0.2319	6.25
$β$	0.5453	10.02
$γ_{1}$	-0.2648	-1.67
$γ_{2}$	0.3153	1.36
$γ_{3}$	-0.2260	-1.34
$γ_{4}$	0.7105	3.49
$γ_{5}$	-1.0226	-4.61
$γ_{6}$	0.3228	1.49
$γ_{7}$	0.6083	3.45
$γ_{8}$	-0.8177	-5.10
$γ_{9}$	1.0885	2.57

V-Lab

IBI Group Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IBI Group Inc Analyses