S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7465	12.54
$α$	0.1457	4.47
$β$	0.7325	17.60
$γ_{1}$	-0.0032	-2.58

V-Lab

BMO Equal Weight US BKS Indx Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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