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
$ω$	0.3625	2.20
$α$	0.1004	3.15
$β$	0.7494	8.02
$γ_{1}$	-1.9827	-0.39
$γ_{2}$	-2.1800	-0.34
$γ_{3}$	12.6491	3.32
$γ_{4}$	-17.1769	-2.83
$γ_{5}$	12.8719	1.88
$γ_{6}$	-8.3804	-1.67
$γ_{7}$	7.4390	1.92
$γ_{8}$	-2.7725	-0.84
$γ_{9}$	-2.4671	-0.60

V-Lab

Pipe NT Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pipe NT Corp Analyses