S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.2167	18.92
$β$	0.2859	7.92
$γ$	0.0326	1.77
$λ_{1}$	0.0984	2.81
$λ_{2}$	0.7255	10.22
$λ_{3}$	0.0000	0.00

V-Lab

Global X Active Global Fixed Income ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Active Global Fixed Income ETF Analyses