S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1535	8.46***
α ARCH Response to squared shocks	0.1325	12.94***
β GARCH Volatility persistence	0.8258	83.92***

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Global X Artfcl ITL & TCH IN GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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