S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0122	12.90
$α$	0.1205	20.05
$β$	0.8411	146.97
$γ$	0.0679	2.85
$δ$	2.2114	24.41

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Global X Active Global Fixed Income ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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