S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6427	5.27
$α$	0.1529	5.52
$β$	0.6132	6.17
$γ_{1}$	-1.4643	-2.47
$γ_{2}$	2.3202	2.90
$γ_{3}$	-1.6165	-3.89
$γ_{4}$	1.3009	3.05
$γ_{5}$	-1.1298	-2.87
$γ_{6}$	1.2260	3.03
$γ_{7}$	-0.4995	-0.99
$γ_{8}$	-0.8625	-1.56
$γ_{9}$	1.5765	2.22
$γ_{10}$	-3.0321	-2.25

V-Lab

Mackenzie Financial Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mackenzie Financial Corp Analyses