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
$m$	21
$α$	0.9833	1,423.00
$β$	0.2667	16.60
$γ$	-0.5000	-16.05
$λ_{1}$	9.8454	1.27
$λ_{2}$	0.4914	1.18
$λ_{3}$	0.5086	1.06

V-Lab

Q4 Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Q4 Inc Analyses