S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	36
$α$	0.0104	3.96
$β$	0.8400	228.02
$γ$	0.1560	38.63
$λ_{1}$	0.0035	6.40
$λ_{2}$	0.0412	8.16
$λ_{3}$	0.9547	168.74

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