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
$ω$	0.5601	2.52
$α$	0.4724	2.40
$β$	0.2416	3.47
$γ_{1}$	-10.8723	-2.02
$γ_{2}$	19.8341	2.69
$γ_{3}$	-17.1498	-3.37
$γ_{4}$	13.5098	2.52
$γ_{5}$	-8.2360	-1.48
$γ_{6}$	2.9018	0.48
$γ_{7}$	-11.8243	-1.75

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Nova Cannabis Inc Spline-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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