S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0031	-3.00
$α$	0.1720	43.21
$β$	0.9789	1,175.10
$γ$	-0.0836	-27.94

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S&P/TSX Composite Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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