S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	36
$α$	0.0106	4.01
$β$	0.8404	228.92
$γ$	0.1559	38.60
$λ_{1}$	0.0035	6.44
$λ_{2}$	0.0409	8.20
$λ_{3}$	0.9551	170.88

V-Lab

S&P/TSX 60 Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/TSX 60 Index Analyses