S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0137	23.37
$α$	0.0295	13.36
$β$	0.9010	451.63
$γ$	0.1088	22.38

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/TSX 60 Index Analyses