S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0127	16.28
$α$	0.0478	22.27
$β$	0.9344	469.09
$γ$	0.0223	3.75

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BCE Inc GJR-GARCH Volatility Analysis

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