S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0142	25.67
$α$	0.0329	13.79
$β$	0.8899	405.42
$γ$	0.1186	23.39

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