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
$ω$	0.5150	6.45
$α$	0.2374	8.61
$β$	0.4656	9.06
$γ_{1}$	0.0070	0.08
$γ_{2}$	-0.0341	-0.24
$γ_{3}$	-0.0114	-0.11
$γ_{4}$	0.0060	0.08
$γ_{5}$	0.1000	1.51
$γ_{6}$	-0.0763	-0.98
$γ_{7}$	-0.0692	-0.88
$γ_{8}$	0.1275	1.92
$γ_{9}$	0.0628	1.00
$γ_{10}$	-0.6234	-6.58

V-Lab

Jean Coutu Group PJC Inc/The Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jean Coutu Group PJC Inc/The Analyses