iShares MSCI Canada ETF APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.13%
decreased by 0.66%
1 Week
16.35%
decreased by 0.44%
1 Month
17.16%
increased by 0.37%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 29.82 | |
| 0.0706 | 33.53 | |
| 0.9286 | 514.73 | |
| 0.6750 | 27.35 | |
| 1.1516 | 41.36 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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