S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8524	7.60
$α$	0.0902	35.83
$β$	0.9887	648.36
$ν$	8.6043	5.75

V-Lab

S&P/TSX Composite Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P/TSX Composite Index Analyses