S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9686	4.35
$α$	0.1389	2.52
$β$	0.7811	15.74
$γ_{1}$	0.4301	0.73

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses