S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4165	6.79
$α$	0.0726	3.98
$β$	0.8678	22.84
$γ_{1}$	0.0385	2.32
$γ_{2}$	-0.0631	-2.48
$γ_{3}$	0.0371	2.74

V-Lab

Aya Gold & Silver Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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