S&P / TSX 60 VIX Index CAD

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{type} for {date}

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	param	t-stat
$ω$	0.6574	2.73
$α$	0.0872	6.01
$β$	0.8840	45.76
$γ_{1}$	-0.7111	-1.17
$γ_{2}$	0.9995	1.05
$γ_{3}$	-0.3650	-0.65
$γ_{4}$	0.0232	0.07
$γ_{5}$	0.4264	1.78
$γ_{6}$	-0.7583	-3.11
$γ_{7}$	0.6164	2.64
$γ_{8}$	-0.3723	-1.77
$γ_{9}$	-0.0207	-0.10
$γ_{10}$	0.6957	2.48

V-Lab

Veren Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Veren Inc Analyses