S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1278	10.59
$α$	0.0586	12.76
$β$	0.9175	203.38
$γ$	0.0434	5.28

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Urbana Corp Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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