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
$ω$	1.5945	3.27
$α$	0.7527	10.69
$β$	0.2406	3.23
$γ_{1}$	-27.8565	-3.60
$γ_{2}$	39.5746	3.25
$γ_{3}$	-18.5326	-2.00
$γ_{4}$	6.5726	0.79
$γ_{5}$	-20.8157	-1.70

V-Lab

Q4 Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Q4 Inc Analyses