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
$ω$	1.8645	5.60
$α$	0.1417	7.34
$β$	0.7599	23.84
$γ_{1}$	0.0045	0.04
$γ_{2}$	0.0437	0.22
$γ_{3}$	0.1255	0.77
$γ_{4}$	-0.3827	-1.81
$γ_{5}$	0.2920	1.35
$γ_{6}$	-0.0883	-0.55
$γ_{7}$	0.0533	0.46
$γ_{8}$	-0.1002	-1.35

V-Lab

Veresen Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Veresen Inc Analyses