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	2.6252	5.90***
α ARCH Response to squared shocks	0.0950	10.94***
β GARCH Volatility persistence	0.9782	308.48***
ν DF Student-t tail thickness	8.2532	1.79*

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CIBC MSCI Emerging Markets Equity Index ETF GAS-GARCH Student T Volatility Analysis

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