S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1508	7.93
$α$	0.1045	6.61
$β$	0.8341	50.43
$γ$	0.6391	5.12
$δ$	1.4660	11.74

V-Lab

Global X Artfcl ITL & TCH IN APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses