S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0160	3.37
$α$	0.1782	1.28
$β$	0.0000	0.00
$γ_{1}$	31.8993	2.11
$γ_{2}$	-42.7718	-1.91
$γ_{3}$	12.4015	0.84
$γ_{4}$	7.7972	0.39
$γ_{5}$	-28.6507	-0.93
$γ_{6}$	27.2705	0.87
$γ_{7}$	10.4183	0.35
$γ_{8}$	-116.3710	-2.11

V-Lab

Reunion Neuroscience Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reunion Neuroscience Inc Analyses