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
$ω$	1.6334	5.70
$α$	0.1117	4.91
$β$	0.7995	17.01
$γ_{1}$	-0.2459	-2.39
$γ_{2}$	0.5494	3.39
$γ_{3}$	-0.4035	-3.01
$γ_{4}$	-0.0012	-0.01
$γ_{5}$	0.1729	1.30
$γ_{6}$	-0.0571	-0.49
$γ_{7}$	0.1589	1.44
$γ_{8}$	-0.3847	-2.72
$γ_{9}$	0.2526	1.89

V-Lab

Mdf Commerce Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mdf Commerce Inc Analyses