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
$ω$	0.4626	6.90
$α$	0.2295	2.57
$β$	0.0000	0.00
$γ_{1}$	-16.1476	-4.08
$γ_{2}$	27.1752	4.49
$γ_{3}$	-19.5672	-4.80
$γ_{4}$	16.8901	3.09
$γ_{5}$	-14.9394	-1.65
$γ_{6}$	8.0401	0.85
$γ_{7}$	-1.1979	-0.22

V-Lab

Valens Company Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valens Company Inc Analyses