S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	96
$α$	0.0000	0.01
$β$	0.1860	6.14
$γ$	0.3415	9.57
$λ_{1}$	0.0888	0.55
$λ_{2}$	0.1090	0.77
$λ_{3}$	0.8910	5.78

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