S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	71
$α$	0.7440	7,440,480.00
$β$	0.0060	59,520.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	3.1736	31,736,250.00
$λ_{2}$	0.0866	865,610.00
$λ_{3}$	0.1082	1,082,160.00

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