S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6025	5.11
$α$	0.0824	40.17
$β$	0.9873	397.47
$ν$	4.5514	14.22

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BCE Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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