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	1.5975	4.99***
α ARCH Response to squared shocks	0.1865	7.13***
β GARCH Volatility persistence	0.7033	17.49***

γ₁	-0.1175	-0.77
γ₂	0.1105	0.44
γ₃	-0.1125	-0.58
γ₄	0.4431	2.62***
γ₅	-0.5096	-2.75***
γ₆	0.3196	1.35

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Trident Resources Corp Spline-GARCH Volatility Analysis

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