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
$ω$	1.3785	1.31
$α$	0.2050	5.49
$β$	0.7585	12.49
$γ_{1}$	1.0422	1.77
$γ_{2}$	-1.5908	-1.89
$γ_{3}$	0.6927	1.10
$γ_{4}$	-0.5567	-0.90
$γ_{5}$	1.4061	2.03
$γ_{6}$	-4.2184	-3.22

V-Lab

Step Energy Services Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Step Energy Services Ltd Analyses