S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0109	22.81
$α$	0.1025	39.60
$β$	0.8865	340.71

V-Lab

S&P/TSX Composite Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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