S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3145	8.53
$α$	0.1216	10.10
$β$	0.8507	64.27
$γ_{1}$	0.0038	2.87

V-Lab

Ishares Core Sp500 IDX (Cad) Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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