S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9786	12.10
$α$	0.1120	7.89
$β$	0.8357	47.36
$γ_{1}$	0.0006	0.97

V-Lab

Ishares Msci World Index ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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