S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5864	12.08
$α$	0.1610	19.62
$β$	0.8322	131.72

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EGI Canada Corp GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EGI Canada Corp Analyses