S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4055	6.53
$α$	0.1132	22.66
$β$	0.9653	200.10
$ν$	4.5490	9.01

V-Lab

Granite Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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