S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1971	6.86
$α$	0.2649	7.01
$β$	0.4550	6.75
$γ_{1}$	0.7690	2.35
$γ_{2}$	-0.8993	-1.62
$γ_{3}$	0.7138	1.75
$γ_{4}$	-1.5534	-4.94
$γ_{5}$	1.8798	6.83
$γ_{6}$	-1.2931	-4.34
$γ_{7}$	0.3415	1.11
$γ_{8}$	0.0872	0.35
$γ_{9}$	-0.0164	-0.10

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Global X Active Global Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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