S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.0272	5.57
$α$	0.1356	7.78
$β$	0.7692	30.76
$γ_{1}$	-0.2202	-2.10
$γ_{2}$	0.4305	2.78
$γ_{3}$	-0.3604	-3.54
$γ_{4}$	0.2895	3.15
$γ_{5}$	-0.1179	-1.12
$γ_{6}$	-0.0746	-0.66
$γ_{7}$	-0.0639	-0.58
$γ_{8}$	0.2463	2.14
$γ_{9}$	-0.1319	-1.00
$γ_{10}$	-0.0154	-0.12

V-Lab

Canadian Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Canadian Real Estate Investment Trust Analyses