S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	7.6982	6.03
$α$	0.1358	38.85
$β$	0.9544	123.06
$ν$	2.5488	52.01

V-Lab

Melcor Development Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.67% (-0.76%)

Date Range:

Parameter Estimates

Other Melcor Development Ltd Analyses