S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0242	7.74
$α$	0.1214	25.43
$β$	0.9883	828.38
$γ$	-0.0293	-6.96

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Shaw Communications Inc EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shaw Communications Inc Analyses