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
$ω$	0.9123	4.18
$α$	0.4246	3.80
$β$	0.2666	3.03
$γ_{1}$	5.0550	0.86
$γ_{2}$	2.1145	0.26
$γ_{3}$	-21.3557	-2.48
$γ_{4}$	24.2577	2.00
$γ_{5}$	-13.8616	-1.34
$γ_{6}$	3.5282	0.37
$γ_{7}$	-0.7772	-0.08
$γ_{8}$	5.6443	0.56
$γ_{9}$	-14.8177	-1.57
$γ_{10}$	17.2340	2.92

V-Lab

Lifespeak Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lifespeak Inc Analyses