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
$ω$	0.8047	3.60
$α$	0.1340	7.32
$β$	0.8054	39.26
$γ_{1}$	-0.2766	-2.40
$γ_{2}$	0.2320	1.44
$γ_{3}$	0.2569	2.77
$γ_{4}$	-0.4172	-4.89
$γ_{5}$	0.3620	4.03
$γ_{6}$	-0.3119	-3.68
$γ_{7}$	0.3383	4.39
$γ_{8}$	-0.6097	-5.87

V-Lab

Waterloo Brewing Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Waterloo Brewing Ltd Analyses