S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2856	8.33
$α$	0.1069	4.04
$β$	0.7575	15.22
$γ_{1}$	-0.0338	-0.38
$γ_{2}$	0.0866	0.61
$γ_{3}$	-0.1700	-1.39
$γ_{4}$	0.4167	3.25
$γ_{5}$	-0.6886	-3.87
$γ_{6}$	0.7271	3.63
$γ_{7}$	-0.4770	-3.79

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Global X Gold Yield ETF Zero Slope Spline-GARCH Volatility Analysis

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