S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0249	16.14
$α$	0.0021	0.43
$β$	0.8888	289.41
$γ$	0.1743	23.31

V-Lab

Ishares Core Sp500 IDX (Cad) GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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