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
$ω$	1.6835	3.82
$α$	0.1066	8.27
$β$	0.8622	60.03
$γ_{1}$	0.3222	2.14
$γ_{2}$	-0.2894	-1.23
$γ_{3}$	-0.1114	-0.54
$γ_{4}$	0.0233	0.12
$γ_{5}$	0.2674	1.80
$γ_{6}$	-0.3406	-3.79

V-Lab

Savanna Energy Services Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Savanna Energy Services Corp Analyses