S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6487	19.23
$α$	0.4223	33.97
$β$	0.8453	104.04
$γ$	-0.1003	-7.86

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P / TSX 60 VIX Index CAD Analyses