S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1849	18.05
$α$	0.1823	35.82
$β$	0.8386	221.21
$γ$	0.2405	3.37

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Absolute Software Corp AGARCH Volatility Analysis

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News Impact Curve

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