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	1.3715	5.24***
α ARCH Response to squared shocks	0.1169	3.08***
β GARCH Volatility persistence	0.8271	15.59***

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