S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2147	7.90
$α$	0.2337	6.12
$β$	0.5134	6.76
$γ_{1}$	0.4434	5.24
$γ_{2}$	-0.7844	-5.27
$γ_{3}$	0.6731	4.65

V-Lab

S&P / TSX 60 VIX Index CAD Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P / TSX 60 VIX Index CAD Analyses