S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.2181	6.89
$α$	0.2659	7.01
$β$	0.4528	6.69
$γ_{1}$	0.7867	2.41
$γ_{2}$	-0.9295	-1.68
$γ_{3}$	0.7387	1.82
$γ_{4}$	-1.5782	-5.03
$γ_{5}$	1.9054	6.92
$γ_{6}$	-1.3220	-4.43
$γ_{7}$	0.3828	1.23
$γ_{8}$	0.0082	0.03
$γ_{9}$	0.1797	0.54

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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