S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0086	5.27
$α$	0.0589	7.10
$β$	0.9423	160.97
$γ$	-0.0129	-1.07

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Global X Gold Yield ETF GJR-GARCH Volatility Analysis

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