S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	28.8928	7.63***
α ARCH Response to squared shocks	0.0555	18.14***
β GARCH Volatility persistence	0.9623	157.65***
ν DF Student-t tail thickness	3.5871	8.95***

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Aya Gold & Silver Inc GAS-GARCH Student T Volatility Analysis

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