S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0130	16.57
$α$	0.1077	10.70
$β$	0.8491	155.82
$γ$	0.0364	1.90

V-Lab

Global X Active Global Fixed Income ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Active Global Fixed Income ETF Analyses