S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0167	38.79
$α$	0.1348	39.27
$β$	0.7822	318.22
$γ$	0.1262	20.61

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S&P/TSX Composite Index Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/TSX Composite Index Analyses