iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.83% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4369 | 8.13 | |
| 0.0878 | 7.98 | |
| 0.8978 | 84.80 | |
| 0.0011 | 4.40 |
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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