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
$ω$	1.1212	2.54
$α$	0.0954	5.99
$β$	0.8065	22.37
$γ_{1}$	0.0728	0.27
$γ_{2}$	-0.0073	-0.02
$γ_{3}$	-0.0998	-0.54
$γ_{4}$	0.2736	1.78
$γ_{5}$	-0.6333	-4.40
$γ_{6}$	0.6401	4.03
$γ_{7}$	-0.4441	-2.48
$γ_{8}$	0.2992	1.68
$γ_{9}$	-0.0833	-0.69

V-Lab

Black Diamond Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.08% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Black Diamond Group Ltd Analyses