iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.79% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 17.07 | |
| 0.0206 | 10.85 | |
| 0.9182 | 499.86 | |
| 0.1031 | 21.67 |
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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