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
$ω$	0.5845	5.27
$α$	0.2802	3.14
$β$	0.4676	4.06
$γ_{1}$	-0.1208	-3.48
$γ_{2}$	0.1499	3.30

V-Lab

Step Energy Services Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Step Energy Services Ltd Analyses