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
$ω$	2.5481	4.04
$α$	0.2909	4.87
$β$	0.5852	9.23
$γ_{1}$	-0.9938	-1.07
$γ_{2}$	0.6412	0.43
$γ_{3}$	0.9840	0.68
$γ_{4}$	1.6998	0.82
$γ_{5}$	-6.0847	-2.07
$γ_{6}$	6.7881	2.36
$γ_{7}$	-5.0623	-2.57
$γ_{8}$	2.9188	2.12
$γ_{9}$	-0.2385	-0.18
$γ_{10}$	-1.3230	-1.14

V-Lab

Mount Real Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mount Real Corp Analyses