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
$ω$	1.2890	4.31
$α$	0.2260	7.65
$β$	0.6153	14.11
$γ_{1}$	0.2912	0.60
$γ_{2}$	-0.6752	-0.92
$γ_{3}$	0.7127	2.00
$γ_{4}$	-0.6560	-3.29
$γ_{5}$	0.7760	3.78
$γ_{6}$	-0.8749	-4.09
$γ_{7}$	0.7857	3.94
$γ_{8}$	-0.5987	-2.07
$γ_{9}$	0.8032	1.80

V-Lab

Lifeworks Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lifeworks Inc Analyses