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
$ω$	1.1314	3.90
$α$	0.4503	3.79
$β$	0.2074	2.59
$γ_{1}$	11.7022	2.43
$γ_{2}$	-19.1095	-2.19
$γ_{3}$	11.2599	1.72
$γ_{4}$	-6.0890	-1.39
$γ_{5}$	2.4892	0.66
$γ_{6}$	1.1226	0.29
$γ_{7}$	-11.7457	-2.45

V-Lab

Lifespeak Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lifespeak Inc Analyses