S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2028	18.18
$β$	0.0000	1.11
$γ$	0.5000	17.13
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.9287	12.27
$λ_{3}$	0.0000	0.00

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Magnet Forensics Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magnet Forensics Inc Analyses