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
$ω$	1.1187	2.53
$α$	0.0951	5.98
$β$	0.8074	22.47
$γ_{1}$	0.0698	0.26
$γ_{2}$	-0.0044	-0.01
$γ_{3}$	-0.0970	-0.53
$γ_{4}$	0.2657	1.73
$γ_{5}$	-0.6249	-4.35
$γ_{6}$	0.6365	4.07
$γ_{7}$	-0.4450	-2.54
$γ_{8}$	0.3019	1.73
$γ_{9}$	-0.0855	-0.71

V-Lab

Black Diamond Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:26.66% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Black Diamond Group Ltd Analyses