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
$ω$	0.9491	2.57
$α$	0.1591	4.46
$β$	0.8060	35.87
$γ_{1}$	-1.5820	-1.53
$γ_{2}$	2.7280	1.89
$γ_{3}$	-1.7677	-2.03
$γ_{4}$	1.1685	1.36
$γ_{5}$	-1.1521	-1.23
$γ_{6}$	1.2369	1.15
$γ_{7}$	-1.6884	-1.33
$γ_{8}$	2.3368	2.16
$γ_{9}$	-3.0158	-2.85
$γ_{10}$	2.8364	3.44

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Sagen MI Canada Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sagen MI Canada Inc Analyses