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
$ω$	0.9657	4.15
$α$	0.1901	5.86
$β$	0.7508	19.88
$γ_{1}$	0.2754	1.00
$γ_{2}$	-0.6129	-1.39
$γ_{3}$	0.4570	1.35
$γ_{4}$	0.3213	0.96
$γ_{5}$	-1.1388	-2.73
$γ_{6}$	1.5741	3.23
$γ_{7}$	-2.8119	-4.12

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Melcor Real Estate Invt TR Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Melcor Real Estate Invt TR Analyses