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
$ω$	1.3545	4.72
$α$	0.2139	7.28
$β$	0.6427	16.19
$γ_{1}$	0.0082	0.08
$γ_{2}$	-0.1339	-0.90
$γ_{3}$	0.1975	1.79
$γ_{4}$	0.0023	0.02
$γ_{5}$	-0.2983	-2.62
$γ_{6}$	0.5594	4.80
$γ_{7}$	-0.6492	-6.21
$γ_{8}$	0.5935	5.88
$γ_{9}$	-0.4576	-4.25
$γ_{10}$	0.1064	0.57

V-Lab

Sierra Metals Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sierra Metals Inc Analyses