S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0223	4.80
$α$	0.0547	21.12
$β$	0.9832	276.50
$ν$	4.7883	5.41

V-Lab

Global X Gold Yield ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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