S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0680	27.50
$α$	0.1808	42.34
$β$	0.7932	166.72
$γ$	0.2548	19.35
$δ$	0.8206	19.48

V-Lab

BMO Equal Weight US BKS Indx Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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