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
$ω$	1.5753	8.61
$α$	0.1406	5.34
$β$	0.6923	13.15
$γ_{1}$	0.1484	2.14
$γ_{2}$	-0.3641	-3.01
$γ_{3}$	0.2826	2.56
$γ_{4}$	-0.0102	-0.10
$γ_{5}$	0.1056	0.95
$γ_{6}$	-0.3891	-2.67
$γ_{7}$	0.3137	2.14
$γ_{8}$	-0.2451	-1.37

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Mandalay Resources Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mandalay Resources Corp Analyses