S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	36
$α$	0.0103	3.90
$β$	0.8402	228.57
$γ$	0.1563	38.71
$λ_{1}$	0.0035	6.42
$λ_{2}$	0.0411	8.18
$λ_{3}$	0.9548	169.57

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