S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8343	187.48
$γ$	0.2138	33.23
$λ_{1}$	0.0109	7.46
$λ_{2}$	0.0552	5.81
$λ_{3}$	0.9345	88.06

V-Lab

Ishares Core Sp500 IDX (Cad) MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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