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
$m$	51
$α$	0.1525	19.60
$β$	0.6536	20.00
$γ$	-0.0097	-0.58
$λ_{1}$	0.3868	0.79
$λ_{2}$	0.1977	0.77
$λ_{3}$	0.7331	2.15

V-Lab

Mackenzie Financial Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie Financial Corp Analyses