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	510.4532	7.21***
α ARCH Response to squared shocks	0.1070	90.65***
β GARCH Volatility persistence	0.9969	2,402.05***
ν DF Student-t tail thickness	2.8773	149.65***

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Trident Resources Corp GAS-GARCH Student T Volatility Analysis

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