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
$ω$	0.0621	13.26
$α$	0.1216	19.11
$β$	0.8588	118.80
$γ$	0.4932	13.34
$δ$	0.5052	11.43

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Transalta Renewables Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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