iShares MSCI Canada ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.55% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 19.56 | |
| 0.0858 | 34.50 | |
| 0.9080 | 398.77 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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