S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0438	4.07
$α$	0.1013	1.29
$β$	0.6984	2.61
$γ_{1}$	0.7455	0.59

V-Lab

SavvyLong 2X Cameco ETF Zero Slope Spline-GARCH Volatility Analysis

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