S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0566	8.09
$α$	0.1958	21.29
$β$	0.9458	273.74
$γ$	-0.1250	-16.16

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BMO Equal Weight US BKS Indx EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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