S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1988	8.83
$α$	0.0652	23.76
$β$	0.9142	360.05
$γ$	0.2206	14.78
$δ$	2.3794	28.84

V-Lab

Waterloo Brewing Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Waterloo Brewing Ltd Analyses