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
$ω$	0.9095	8.45
$α$	0.1598	6.15
$β$	0.6694	8.64
$γ_{1}$	-0.0490	-0.30
$γ_{2}$	0.0332	0.13
$γ_{3}$	-0.0955	-0.54
$γ_{4}$	0.4384	2.88
$γ_{5}$	-0.6281	-4.12
$γ_{6}$	0.3937	3.04

V-Lab

Mackenzie Financial Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie Financial Corp Analyses