S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0158	31.93
$α$	0.0816	36.33
$β$	0.9167	485.55
$γ$	0.5419	29.04
$δ$	1.2025	36.11

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S&P/TSX 60 Index APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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