S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0000	0.00
$β$	0.7923	86.30
$γ$	0.2075	27.98
$λ_{1}$	0.0153	2.33
$λ_{2}$	0.0372	2.44
$λ_{3}$	0.9405	39.26

V-Lab

Ishares Msci World Index ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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