S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0830	9.64
$α$	0.1211	22.67
$β$	0.7972	134.75
$γ$	1.1039	28.22

V-Lab

BMO Equal Weight US BKS Indx AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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