S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8515	3.85
$α$	0.1349	3.21
$β$	0.8113	19.34
$γ_{1}$	-0.1457	-0.83

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