V-Lab: iShares MSCI Canada ETF GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Canada ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.62% (-0.36%)

Analysis last updated: Friday, April 19, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0164	17.76
$α$	0.0211	11.09
$β$	0.9226	501.71
$γ$	0.0978	21.66

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

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