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
$ω$	1.1440	2.82
$α$	0.0869	5.93
$β$	0.8373	25.64
$γ_{1}$	0.0913	0.58
$γ_{2}$	-0.0944	-0.45
$γ_{3}$	0.1464	1.55
$γ_{4}$	-0.3579	-3.65
$γ_{5}$	0.3159	3.02
$γ_{6}$	-0.2174	-2.57
$γ_{7}$	0.3098	3.00

V-Lab

Black Diamond Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.72% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Black Diamond Group Ltd Analyses