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
$ω$	1.3483	3.84
$α$	0.3184	2.38
$β$	0.4227	7.17
$γ_{1}$	0.7321	1.47
$γ_{2}$	-1.0792	-1.45
$γ_{3}$	0.5412	1.12
$γ_{4}$	-0.4570	-0.92
$γ_{5}$	0.4205	0.79
$γ_{6}$	0.3296	0.64
$γ_{7}$	-4.0438	-4.14

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Dream Global Real Estate Investment Trust Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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