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
$ω$	0.6586	6.40
$α$	0.2660	4.32
$β$	0.4215	5.75
$γ_{1}$	-0.0053	-0.09
$γ_{2}$	0.0930	0.95
$γ_{3}$	-0.1758	-2.00
$γ_{4}$	0.0493	0.54
$γ_{5}$	0.1951	1.67
$γ_{6}$	-0.3865	-2.98
$γ_{7}$	0.3922	3.96
$γ_{8}$	-0.2959	-3.81
$γ_{9}$	0.3646	4.26
$γ_{10}$	-0.6590	-5.01

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Intertape Polymer Group Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intertape Polymer Group Inc Analyses