S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5882	6.12
$α$	0.0374	13.64
$β$	0.9221	103.47

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Pretium Resources Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pretium Resources Inc Analyses