S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6418	1.03
$α$	0.0147	1.72
$β$	0.6625	2.16

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Bourse De Montreal Inc GARCH Volatility Analysis

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Date Range:

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News Impact Curve

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