V-Lab: iShares MSCI Canada ETF AGARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Canada ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:14.09% (-0.65%)

Analysis last updated: Thursday, April 25, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0074	-4.22
$α$	0.0735	37.37
$β$	0.9166	477.13
$γ$	0.6624	31.96

Estimation Period:
Apr 1, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts