S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13.1685	3.58
$α$	0.0447	15.38
$β$	0.9810	127.90
$ν$	4.9348	2.96

V-Lab

3IQ Bitcoin ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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