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
$ω$	1.4930	6.85
$α$	0.0824	7.18
$β$	0.9057	65.67
$γ_{1}$	0.0070	3.69
$γ_{2}$	-0.0090	-3.76

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Enerplus Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Enerplus Corp Analyses