S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0451	11.01
$α$	0.1126	7.78
$β$	0.8331	46.76
$γ_{1}$	0.0035	1.36

V-Lab

Ishares Msci World Index ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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