S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3922	4.66
$α$	0.0736	46.11
$β$	0.9938	745.53
$ν$	5.9348	11.03

V-Lab

RioCan Real Estate Investment Trust GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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