S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0805	6.92
$α$	0.1889	10.28
$β$	0.9288	96.88
$γ$	-0.1260	-4.80

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Global X Artfcl ITL & TCH IN EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses