S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0000	0.00
$α$	0.1198	22.50
$β$	0.8468	152.77
$γ$	0.6076	13.45

V-Lab

Ishares Core Sp500 IDX (Cad) AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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