S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0000	1.14
$α$	0.3027	8.28
$β$	0.6973	23.98
$γ$	-0.2468	-4.92
$δ$	1.0795	2.07

V-Lab

SavvyLong 2X Cameco ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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