S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0187	9.99***
α ARCH Response to squared shocks	0.0924	38.94***
β GARCH Volatility persistence	0.8868	366.44***
γ leverage Additional response to negative shocks	0.3529	16.34***

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