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
$ω$	1.6209	5.61
$α$	0.1122	5.02
$β$	0.8019	18.07
$γ_{1}$	-0.2576	-2.48
$γ_{2}$	0.5668	3.46
$γ_{3}$	-0.4102	-3.01
$γ_{4}$	-0.0021	-0.01
$γ_{5}$	0.1791	1.33
$γ_{6}$	-0.0708	-0.59
$γ_{7}$	0.1878	1.62
$γ_{8}$	-0.4467	-2.76
$γ_{9}$	0.3981	1.20

V-Lab

Mdf Commerce Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mdf Commerce Inc Analyses