S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7792	3.97
$α$	0.0913	5.89
$β$	0.8921	58.86
$γ_{1}$	-0.0072	-0.57
$γ_{2}$	0.0193	0.88
$γ_{3}$	-0.0064	-0.23

V-Lab

Bellatrix Exploration Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bellatrix Exploration Ltd Analyses