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
$ω$	1.3773	7.70
$α$	0.0919	4.33
$β$	0.7827	19.30
$γ_{1}$	0.5638	3.06
$γ_{2}$	-1.0310	-3.25
$γ_{3}$	1.0033	3.42
$γ_{4}$	-1.1701	-3.85
$γ_{5}$	0.8805	2.90
$γ_{6}$	-0.2142	-0.87
$γ_{7}$	0.0403	0.19
$γ_{8}$	0.0086	0.04
$γ_{9}$	-0.2260	-0.98
$γ_{10}$	0.1999	0.37

V-Lab

Opsens Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opsens Inc Analyses