S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2032	6.47
$α$	0.1645	14.14
$β$	0.7442	44.83
$γ$	0.7401	11.54

V-Lab

Global X Artfcl ITL & TCH IN AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses