S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	46
$α$	0.0380	6.81
$β$	0.6739	25.82
$γ$	0.0888	5.62
$λ_{1}$	8.6526	0.35
$λ_{2}$	0.6789	0.31
$λ_{3}$	0.0000	0.00

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Aya Gold & Silver Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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