S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0155	-3.87
$α$	0.1453	25.79
$β$	0.9487	270.89
$γ$	-0.1516	-28.62

V-Lab

Ishares Msci World Index ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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