S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0011	0.98
$α$	0.1532	41.79
$β$	0.9825	1,261.22
$γ$	-0.0825	-29.29

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S&P/TSX 60 Index EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P/TSX 60 Index Analyses