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
$ω$	1.1432	2.83
$α$	0.0881	5.94
$β$	0.8342	25.12
$γ_{1}$	0.0923	0.59
$γ_{2}$	-0.0967	-0.46
$γ_{3}$	0.1496	1.59
$γ_{4}$	-0.3614	-3.69
$γ_{5}$	0.3192	3.07
$γ_{6}$	-0.2225	-2.65
$γ_{7}$	0.3228	3.05

V-Lab

Black Diamond Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.48% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Black Diamond Group Ltd Analyses