S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.4595	5.38***
α ARCH Response to squared shocks	0.1033	24.47***
β GARCH Volatility persistence	0.9845	314.55***
ν DF Student-t tail thickness	7.1205	5.47***

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Betapro Nasdaq-100 -2X D ETF GAS-GARCH Student T Volatility Analysis

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