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
$ω$	2.3262	2.17
$α$	0.4057	3.04
$β$	0.0000	0.00
$γ_{1}$	97.8511	4.13
$γ_{2}$	-149.0405	-4.29
$γ_{3}$	77.6826	3.12
$γ_{4}$	-38.0612	-1.77
$γ_{5}$	6.8810	0.39
$γ_{6}$	19.8948	1.45
$γ_{7}$	-42.7387	-2.61
$γ_{8}$	-12.3814	-0.41

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Magnet Forensics Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Magnet Forensics Inc Analyses