S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0088	5.31
$α$	0.0589	7.08
$β$	0.9422	158.54
$γ$	-0.0136	-1.13

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Global X Gold Yield ETF GJR-GARCH Volatility Analysis

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