S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1004	6.93
$α$	0.3465	5.23
$β$	0.7253	55.28
$γ$	-0.1436	-1.64

V-Lab

Global X Artfcl ITL & TCH IN Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Artfcl ITL & TCH IN Analyses