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
$m$	26
$α$	0.0828	19.15
$β$	0.7100	60.72
$γ$	0.0811	12.71
$λ_{1}$	0.0963	3.01
$λ_{2}$	0.0386	5.22
$λ_{3}$	0.9580	122.94

V-Lab

SEMAFO Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SEMAFO Inc Analyses