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	0.8401	7.68***
α ARCH Response to squared shocks	0.0906	35.66***
β GARCH Volatility persistence	0.9885	638.13***
ν DF Student-t tail thickness	8.5941	5.74***

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