S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0143	25.69
$α$	0.0323	13.65
$β$	0.8901	406.44
$γ$	0.1190	23.55

V-Lab

S&P/TSX Composite Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/TSX Composite Index Analyses