S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8507	5.25
$α$	0.1302	15.46
$β$	0.9369	79.17
$ν$	3.6989	8.42

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Transalta Renewables Inc GAS-GARCH Student T Volatility Analysis

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