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
$m$	21
$α$	0.1683	28.51
$β$	0.5346	27.26
$γ$	0.0153	1.68
$λ_{1}$	0.0719	1.64
$λ_{2}$	0.0351	2.81
$λ_{3}$	0.9626	70.10

V-Lab

TransGlobe Energy Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TransGlobe Energy Corp Analyses