S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	41
$α$	0.0146	4.83
$β$	0.8252	215.85
$γ$	0.1679	38.10
$λ_{1}$	0.0038	6.46
$λ_{2}$	0.0477	8.52
$λ_{3}$	0.9475	149.43

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