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
$ω$	0.7560	1.41
$α$	0.1556	8.66
$β$	0.8333	51.88
$γ_{1}$	-0.0029	-0.02
$γ_{2}$	-0.0849	-0.32
$γ_{3}$	0.2304	1.32
$γ_{4}$	-0.1865	-1.35
$γ_{5}$	0.0036	0.04

V-Lab

Pengrowth Energy Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengrowth Energy Corp Analyses