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
$ω$	1.2693	4.27
$α$	0.0858	2.44
$β$	0.6751	4.73
$γ_{1}$	-0.0872	-0.40
$γ_{2}$	0.3826	1.29
$γ_{3}$	-0.6375	-4.18
$γ_{4}$	0.3914	2.44
$γ_{5}$	0.6099	1.78

V-Lab

Uge International Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Uge International Ltd Analyses