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
$ω$	0.0389	15.90
$α$	0.1178	29.22
$β$	0.8701	230.67

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Canadian Real Estate Investment Trust GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Real Estate Investment Trust Analyses