S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.4865	21.36
$α$	0.2926	24.42
$β$	0.5753	58.22
$γ$	1.9560	5.35

V-Lab

S&P / TSX 60 VIX Index CAD AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P / TSX 60 VIX Index CAD Analyses