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
$m$	71
$α$	0.0800	14.86
$β$	0.8085	119.62
$γ$	0.0821	11.10
$λ_{1}$	0.4895	8.90
$λ_{2}$	1.0000	68.06
$λ_{3}$	0.0000	0.00

V-Lab

Pengrowth Energy Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengrowth Energy Corp Analyses