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
$ω$	1.1118	1.20
$α$	0.0000	0.00
$β$	0.8265	2.77
$γ_{1}$	-25.3730	-0.74
$γ_{2}$	34.5338	0.82
$γ_{3}$	5.9012	0.32
$γ_{4}$	-35.3325	-2.11
$γ_{5}$	25.7754	1.50
$γ_{6}$	11.0064	0.59
$γ_{7}$	-47.1095	-1.66
$γ_{8}$	62.0752	1.61
$γ_{9}$	-84.8265	-1.26

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Dream Residential Reit Trust Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dream Residential Reit Trust Analyses