S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0485	10.42
$α$	0.2215	20.90
$β$	0.9476	235.13
$γ$	-0.0774	-8.13

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Transalta Renewables Inc EGARCH Volatility Analysis

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News Impact Curve

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