S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0000	0.00
$α$	0.0919	28.92
$β$	0.8431	190.07
$γ$	0.7347	29.10

V-Lab

Ishares Msci World Index ETF AGARCH Volatility Analysis

Date Range:

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Volatility Forecast

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