S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8617	3.95
$α$	0.1444	3.20
$β$	0.7921	18.10
$γ_{1}$	-0.1434	-0.81

V-Lab

Global X Artfcl ITL & TCH IN Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses