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
$ω$	0.4556	6.96
$α$	0.2134	2.55
$β$	0.0000	0.00
$γ_{1}$	-16.3917	-4.10
$γ_{2}$	27.5592	4.52
$γ_{3}$	-19.8867	-4.84
$γ_{4}$	17.4106	3.13
$γ_{5}$	-16.0637	-1.71
$γ_{6}$	10.6535	0.98
$γ_{7}$	-8.2627	-0.75

V-Lab

Valens Company Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valens Company Inc Analyses