S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	15.0000	11.78
$α$	0.1507	6.55
$β$	0.3471	37.16
$γ$	6.4260	5.77

V-Lab

SavvyLong 2X Cameco ETF AGARCH Volatility Analysis

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