S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0831	11.68
$α$	0.1891	32.69
$β$	0.7862	159.66

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BMO Equal Weight US BKS Indx MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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