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
$m$	71
$α$	0.3841	15.84
$β$	0.5826	32.76
$γ$	-0.1601	-3.95
$λ_{1}$	10.0000	2.00
$λ_{2}$	0.6835	3.83
$λ_{3}$	0.1478	0.66

V-Lab

Mount Real Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mount Real Corp Analyses