S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1436	2.82
$α$	0.0872	5.94
$β$	0.8365	25.51
$γ_{1}$	0.0913	0.58
$γ_{2}$	-0.0943	-0.45
$γ_{3}$	0.1464	1.55
$γ_{4}$	-0.3580	-3.65
$γ_{5}$	0.3161	3.03
$γ_{6}$	-0.2180	-2.58
$γ_{7}$	0.3121	2.97

V-Lab

Black Diamond Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.01% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Black Diamond Group Ltd Analyses