S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0179	6.59
$α$	0.0888	35.93
$β$	0.9962	1,814.55
$γ$	-0.0422	-15.55

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SEMAFO Inc EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SEMAFO Inc Analyses