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
$ω$	0.6148	3.46
$α$	0.1963	5.55
$β$	0.6063	14.05
$γ_{1}$	-1.5710	-5.03
$γ_{2}$	2.0306	4.69
$γ_{3}$	-0.4633	-1.46
$γ_{4}$	0.1384	0.49
$γ_{5}$	-0.3142	-1.14
$γ_{6}$	0.2744	0.94
$γ_{7}$	0.1572	0.54
$γ_{8}$	-0.7281	-3.48
$γ_{9}$	1.0822	4.92
$γ_{10}$	-2.6965	-8.83

V-Lab

Innergex Energie Renouvelable Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innergex Energie Renouvelable Inc Analyses