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	2.0087	6.21***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.5867	2.36**

γ₁	1.4814	5.35***
γ₂	-1.7465	-5.16***

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