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
$ω$	1.3801	4.75
$α$	0.2131	7.39
$β$	0.6510	16.78
$γ_{1}$	0.0016	0.02
$γ_{2}$	-0.1194	-0.79
$γ_{3}$	0.1853	1.66
$γ_{4}$	0.0056	0.05
$γ_{5}$	-0.2933	-2.54
$γ_{6}$	0.5532	4.68
$γ_{7}$	-0.6509	-6.10
$γ_{8}$	0.6141	5.75
$γ_{9}$	-0.5248	-4.89
$γ_{10}$	0.3105	4.18

V-Lab

Sierra Metals Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sierra Metals Inc Analyses