S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13.3123	3.43
$α$	0.0440	16.63
$β$	0.9829	136.19
$ν$	4.8538	3.19

V-Lab

3IQ Bitcoin ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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