S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1558	13.86
$α$	0.1615	24.75
$β$	0.7739	82.55

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Transalta Renewables Inc GARCH Volatility Analysis

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News Impact Curve

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