S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0009	9,470.00
$β$	0.7310	7,309,980.00
$γ$	0.0043	43,120.00
$λ_{1}$	0.0014	14,340.00
$λ_{2}$	0.0043	42,740.00
$λ_{3}$	0.0126	12,614.00

V-Lab

Fidelity Multi-Alt Equity Fund MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity Multi-Alt Equity Fund Analyses