S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4155	6.75
$α$	0.0744	4.04
$β$	0.8662	22.87
$γ_{1}$	0.0377	2.27
$γ_{2}$	-0.0617	-2.42
$γ_{3}$	0.0362	2.66

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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