S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0831	10.97
$α$	0.1689	12.78
$β$	0.8053	80.71
$γ$	0.0020	0.02
$δ$	0.7885	5.38

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Global X Artfcl ITL & TCH IN Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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