iShares MSCI Canada ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.79% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 19.55 | |
| 0.0857 | 34.37 | |
| 0.9080 | 397.74 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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