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
$m$	31
$α$	0.0541	14.40
$β$	0.8152	113.08
$γ$	0.1208	18.79
$λ_{1}$	0.0039	5.05
$λ_{2}$	0.0119	5.67
$λ_{3}$	0.9850	373.97

V-Lab

Crombie Real Estate Investment Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:16.56% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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