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
$ω$	0.2919	3.96
$α$	0.2578	6.48
$β$	0.3362	4.57
$γ_{1}$	-0.3787	-1.36
$γ_{2}$	0.5411	1.28
$γ_{3}$	-0.1916	-0.57
$γ_{4}$	-0.2075	-0.68
$γ_{5}$	0.6617	3.30
$γ_{6}$	-0.6860	-4.03
$γ_{7}$	0.1971	1.10
$γ_{8}$	0.3972	2.13
$γ_{9}$	-0.5472	-2.71
$γ_{10}$	0.3134	1.15

V-Lab

Just Energy Group Inc 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