S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2131	3.93
$α$	0.0925	7.15
$β$	0.8773	52.78
$γ_{1}$	-0.0568	-1.07
$γ_{2}$	0.1492	1.96
$γ_{3}$	-0.1968	-3.13
$γ_{4}$	0.2161	3.11
$γ_{5}$	-0.2005	-2.82
$γ_{6}$	0.1677	2.51
$γ_{7}$	-0.1185	-2.36
$γ_{8}$	0.0734	1.77
$γ_{9}$	-0.2247	-3.40

V-Lab

Enerplus Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Enerplus Corp Analyses