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
$ω$	2.5451	8.20
$α$	0.1272	8.02
$β$	0.8042	35.82
$γ_{1}$	0.0196	1.80
$γ_{2}$	0.0155	0.90
$γ_{3}$	-0.0836	-4.78
$γ_{4}$	0.1174	3.10

V-Lab

Canadian Real Estate Investment Trust 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