S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5307	5.85
$α$	0.1070	35.09
$β$	0.9876	431.27
$ν$	7.2283	7.30

V-Lab

Ishares Core Sp500 IDX (Cad) GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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