S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0055	8.34
$α$	0.0969	42.10
$β$	0.8845	381.59
$γ$	0.3550	35.50

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S&P/TSX Composite Index AGARCH Volatility Analysis

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