S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9738	5.81
$α$	0.1134	6.42
$β$	0.9489	122.94
$ν$	7.6847	1.52

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses