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
$ω$	0.8882	3.34
$α$	0.1281	3.70
$β$	0.8104	25.42
$γ_{1}$	-0.9385	-1.27
$γ_{2}$	1.8434	1.73
$γ_{3}$	-1.5061	-2.39
$γ_{4}$	1.1865	2.22
$γ_{5}$	-1.1668	-2.07
$γ_{6}$	0.8383	1.41
$γ_{7}$	-0.7322	-0.99
$γ_{8}$	1.8418	1.55
$γ_{9}$	-5.5933	-3.48

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Sagen MI Canada Inc 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