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
$m$	126
$α$	0.2157	14.33
$β$	0.6695	29.71
$γ$	0.0134	0.74
$λ_{1}$	10.0000	0.44
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5205	0.41

V-Lab

Step Energy Services Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Step Energy Services Ltd Analyses