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
$ω$	0.0206	12.43
$α$	0.1880	29.17
$β$	0.9864	848.86
$γ$	-0.0329	-6.35

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Canadian Real Estate Investment Trust EGARCH Volatility Analysis

This asset is not actively trading

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Real Estate Investment Trust Analyses