S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0927	16.72
$α$	0.1113	20.44
$β$	0.8584	141.19
$γ$	0.6942	22.21
$δ$	0.9223	18.94

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BMO Equal Weight US BKS Indx APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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