S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.1784	4.58
$α$	0.1041	38.53
$β$	0.9807	237.58
$ν$	3.7609	16.33

V-Lab

Alaris Equity Partners Income GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alaris Equity Partners Income Analyses