S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.9447	9.84***
α ARCH Response to squared shocks	0.0358	19.87***
β GARCH Volatility persistence	0.9990	1,302.48***
ν DF Student-t tail thickness	4.4887	5.27***

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