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
$ω$	2.5626	4.13
$α$	0.2913	5.09
$β$	0.5792	8.94
$γ_{1}$	-0.9747	-1.07
$γ_{2}$	0.6372	0.44
$γ_{3}$	0.9425	0.66
$γ_{4}$	1.7584	0.86
$γ_{5}$	-6.1661	-2.14
$γ_{6}$	6.9556	2.45
$γ_{7}$	-5.4462	-2.79
$γ_{8}$	3.7864	2.71
$γ_{9}$	-2.1815	-1.52
$γ_{10}$	3.0226	1.45

V-Lab

Mount Real Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mount Real Corp Analyses