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
$ω$	1.3226	3.57
$α$	0.1080	3.94
$β$	0.7943	17.22
$γ_{1}$	1.7585	3.61
$γ_{2}$	-2.6013	-3.61
$γ_{3}$	0.9691	1.90
$γ_{4}$	-0.3039	-0.71
$γ_{5}$	0.5087	1.33
$γ_{6}$	-0.6329	-1.28
$γ_{7}$	0.9611	0.93
$γ_{8}$	-1.4863	-1.14
$γ_{9}$	1.4152	1.38
$γ_{10}$	-0.8155	-1.36

V-Lab

Imv Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imv Inc Analyses