S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0319	30.41
$α$	0.0893	26.79
$β$	0.9057	284.64
$γ$	0.9724	17.79
$δ$	0.9207	33.09

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Ishares Core Sp500 IDX (Cad) APARCH Volatility Analysis

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