S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	96
$α$	0.0000	0.00
$β$	0.4730	5.46
$γ$	0.1042	1.07
$λ_{1}$	0.2068	0.21
$λ_{2}$	0.2242	0.40
$λ_{3}$	0.7758	0.99

V-Lab

Global X Artfcl ITL & TCH IN MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses