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
$m$	21
$α$	0.4800	13.91
$β$	0.0000	0.00
$γ$	-0.4800	-13.10
$λ_{1}$	0.2459	0.54
$λ_{2}$	0.9319	3.34
$λ_{3}$	0.0681	0.42

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Sagen MI Canada Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sagen MI Canada Inc Analyses