S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	41
$α$	0.0142	4.73
$β$	0.8262	218.06
$γ$	0.1679	38.20
$λ_{1}$	0.0038	6.52
$λ_{2}$	0.0471	8.56
$λ_{3}$	0.9481	152.01

V-Lab

S&P/TSX Composite Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/TSX Composite Index Analyses