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
$ω$	0.9075	2.48
$α$	0.0842	2.90
$β$	0.8387	22.22
$γ_{1}$	0.4618	0.26
$γ_{2}$	0.5655	0.22
$γ_{3}$	-2.7357	-1.78
$γ_{4}$	4.4508	3.52
$γ_{5}$	-5.6820	-4.62
$γ_{6}$	5.1561	4.35
$γ_{7}$	-4.0199	-3.63
$γ_{8}$	2.4842	1.90
$γ_{9}$	1.4016	0.41

V-Lab

Mackenzie MAX DIV CDN Index Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie MAX DIV CDN Index Analyses