S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6141	9.58
$α$	0.1226	6.97
$β$	0.9277	109.16
$ν$	9.4562	1.27

V-Lab

Global X Artfcl ITL & TCH IN GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses