S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.2333	11.40
$β$	0.3004	10.32
$γ$	0.2458	6.32
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.0462	0.17
$λ_{3}$	0.7360	0.44

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Nova Cannabis Inc MF2-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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