S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0120	-4.82
$α$	0.2648	28.44
$β$	0.9659	460.60
$γ$	-0.0268	-2.09

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Global X Active Global Fixed Income ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Active Global Fixed Income ETF Analyses