S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0578	8.67
$α$	0.1999	34.65
$β$	0.9853	766.77
$γ$	-0.0795	-9.81

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Urbana Corp EGARCH Volatility Analysis

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