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
$ω$	0.1076	4.15
$α$	0.0284	2.93
$β$	0.9327	90.31
$γ$	0.0275	1.20

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Fairfax Financial Holdings Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fairfax Financial Holdings Ltd Analyses