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
$ω$	1.8485	2.40
$α$	0.3276	4.56
$β$	0.5761	9.87
$γ_{1}$	0.7107	1.90
$γ_{2}$	-0.8738	-1.94

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Addenda Capital Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Addenda Capital Inc Analyses