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
$ω$	0.4606	6.23
$α$	0.1534	4.95
$β$	0.7216	14.17
$γ_{1}$	-0.1949	-3.59
$γ_{2}$	0.2974	3.36
$γ_{3}$	-0.1120	-0.98

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Transalta Renewables Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Transalta Renewables Inc Analyses