S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.2667	5.92
$α$	0.0243	3.26
$β$	0.3157	3.91
$γ$	-1.6539	-1.02

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Bourse De Montreal Inc AGARCH Volatility Analysis

This asset is not actively trading

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Parameter Estimates

News Impact Curve

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