With VECM analysis, I examine the relationship between the spot market price volatility of the shares and the volumes of the futures contracts on which these shares are based. I have a problem in the analysis because the numeric values ​​of the volume data are too large and the numeric values ​​of the price volatility data are too small. I get similar figures when I divide all the volume data by one billion. I am not sure that it is a proper way. Is it ok to continue analys with dividing all the volume data by one billion? If it is not, what can I do? I have to use VECM on my analysis, I cannot change method. File attached for a share. Thanks for advance