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
$ω$	1.1188	6.15
$α$	0.0729	8.49
$β$	0.9076	98.65
$γ_{1}$	0.0110	1.35
$γ_{2}$	-0.0134	-0.94
$γ_{3}$	0.0021	0.11

V-Lab

Repsol Oil & Gas Canada Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Repsol Oil & Gas Canada Inc Analyses