S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.4300	15.20
$α$	-0.4121	-10.03
$β$	-0.5913	-6.28
$γ$	-0.1820	-4.32

V-Lab

Bank of America Corp EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bank of America Corp Analyses