S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0138	14.37
$α$	0.1339	25.94
$β$	0.8376	155.83
$γ$	0.0720	2.90

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Global X Active Global Fixed Income ETF AGARCH Volatility Analysis

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Volatility Forecast

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