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
$ω$	1.3486	3.68
$α$	0.1079	3.89
$β$	0.7944	17.19
$γ_{1}$	1.8231	3.82
$γ_{2}$	-2.7054	-3.81
$γ_{3}$	1.0391	2.05
$γ_{4}$	-0.3579	-0.84
$γ_{5}$	0.5494	1.44
$γ_{6}$	-0.6617	-1.34
$γ_{7}$	0.9778	0.94
$γ_{8}$	-1.4900	-1.12
$γ_{9}$	1.4009	1.28
$γ_{10}$	-0.7548	-0.84

V-Lab

Imv Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imv Inc Analyses