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	1.4138	6.76***
α ARCH Response to squared shocks	0.0741	4.06***
β GARCH Volatility persistence	0.8669	23.08***

γ₁	0.0372	2.27**
γ₂	-0.0610	-2.42**
γ₃	0.0359	2.65***

V-Lab

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

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