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
$ω$	1.0378	2.73
$α$	0.0000	0.00
$β$	0.8961	4.56
$γ_{1}$	-4.1466	-0.88
$γ_{2}$	11.3418	1.81
$γ_{3}$	-12.7040	-3.15
$γ_{4}$	6.7132	1.77
$γ_{5}$	-2.6473	-0.67
$γ_{6}$	6.2193	1.70
$γ_{7}$	-12.5009	-3.33
$γ_{8}$	23.9595	3.74
$γ_{9}$	-54.5412	-3.96

V-Lab

Payfare Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Payfare Inc Analyses