S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4503	8.53
$α$	0.0853	16.73
$β$	0.9519	146.99
$ν$	5.8675	3.51

V-Lab

BMO Equal Weight US BKS Indx GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other BMO Equal Weight US BKS Indx Analyses