S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2771	8.26
$α$	0.1070	4.14
$β$	0.7602	15.65
$γ_{1}$	-0.0300	-0.34
$γ_{2}$	0.0773	0.55
$γ_{3}$	-0.1550	-1.29
$γ_{4}$	0.3967	3.21
$γ_{5}$	-0.6756	-3.98
$γ_{6}$	0.7360	3.76
$γ_{7}$	-0.4982	-3.99

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

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