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
$ω$	0.2994	4.06
$α$	0.2659	6.41
$β$	0.3244	4.40
$γ_{1}$	-0.3512	-1.26
$γ_{2}$	0.5018	1.18
$γ_{3}$	-0.1768	-0.53
$γ_{4}$	-0.2088	-0.69
$γ_{5}$	0.6577	3.27
$γ_{6}$	-0.6846	-4.01
$γ_{7}$	0.2071	1.16
$γ_{8}$	0.3621	1.98
$γ_{9}$	-0.4570	-2.46
$γ_{10}$	0.0824	0.66

V-Lab

Just Energy Group Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Just Energy Group Inc Analyses