S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0028	3.63
$α$	0.0869	43.10
$β$	0.8970	435.44
$γ$	0.4043	33.67

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S&P/TSX 60 Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P/TSX 60 Index Analyses