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
$m$	61
$α$	0.0966	10.30
$β$	0.7768	59.25
$γ$	0.0088	0.60
$λ_{1}$	0.1849	1.64
$λ_{2}$	0.0940	3.46
$λ_{3}$	0.9022	30.30

V-Lab

Opsens Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opsens Inc Analyses