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
$ω$	0.8601	1.91
$α$	0.1433	8.49
$β$	0.8473	53.85
$γ_{1}$	-0.0036	-0.23
$γ_{2}$	0.0375	1.14

V-Lab

Pengrowth Energy Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengrowth Energy Corp Analyses