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
$ω$	7.3946	4.49
$α$	0.3543	8.79
$β$	0.5135	11.51
$γ_{1}$	1.8694	12.54
$γ_{2}$	-2.6940	-12.06
$γ_{3}$	1.2370	7.67
$γ_{4}$	-0.6433	-4.73
$γ_{5}$	0.8222	4.34

V-Lab

Aurora Energy Resources Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aurora Energy Resources Inc Analyses