S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0000	0.53
$α$	0.0054	0.01
$β$	0.8970	22.75
$γ$	1.0000	0.01
$δ$	1.2564	1.68

V-Lab

SavvyLong 2X Cameco ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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