S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5913	6.01
$α$	0.0899	40.50
$β$	0.9844	402.93
$ν$	3.9093	18.73

V-Lab

Global X Active Global Fixed Income ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Active Global Fixed Income ETF Analyses