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	param	t-stat
$ω$	0.0116	21.38
$α$	0.0285	12.84
$β$	0.9082	451.17
$γ$	0.1005	21.17

V-Lab

MSCI Canada Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:18.96% (+1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI Canada Index Analyses