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	2.9482	6.04***
α ARCH Response to squared shocks	0.1104	6.43***
β GARCH Volatility persistence	0.9504	133.20***
ν DF Student-t tail thickness	7.9472	1.44

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

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News Impact Curve

Volatility Forecast

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