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
$ω$	0.4493	6.19
$α$	0.1535	4.95
$β$	0.7182	14.10
$γ_{1}$	-0.2125	-3.95
$γ_{2}$	0.3379	3.97
$γ_{3}$	-0.1898	-3.45

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Transalta Renewables Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Transalta Renewables Inc Analyses