S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0180	32.19
$α$	0.0923	39.65
$β$	0.9068	435.10
$γ$	0.5259	33.19
$δ$	1.0818	35.84

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S&P/TSX Composite Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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