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
$ω$	0.6900	3.69
$α$	0.1387	6.71
$β$	0.7014	12.96
$γ_{1}$	-0.1217	-1.48
$γ_{2}$	0.1474	1.46
$γ_{3}$	0.0103	0.14
$γ_{4}$	-0.1800	-2.70
$γ_{5}$	0.3470	5.30
$γ_{6}$	-0.3728	-5.19
$γ_{7}$	0.3103	4.68
$γ_{8}$	-0.2327	-3.64
$γ_{9}$	0.2411	3.21
$γ_{10}$	-0.6528	-5.75

V-Lab

Uni-Select Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Uni-Select Inc Analyses