S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	41
$α$	0.0147	4.86
$β$	0.8248	215.53
$γ$	0.1683	38.11
$λ_{1}$	0.0038	6.46
$λ_{2}$	0.0480	8.53
$λ_{3}$	0.9473	148.71

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