S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3336	6.76
$α$	0.0495	1.13
$β$	0.5062	1.15
$γ_{1}$	-0.2877	-1.70
$γ_{2}$	0.5424	2.61

V-Lab

Ishares ESG ADV 1-5 CAN ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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