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
$ω$	1.0355	2.56
$α$	0.1460	4.18
$β$	0.7020	11.66
$γ_{1}$	2.0236	1.27
$γ_{2}$	-5.1135	-2.30
$γ_{3}$	6.4559	5.17
$γ_{4}$	-10.4926	-5.15

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Altius Renewable Roylts Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altius Renewable Roylts Corp Analyses