V-Lab: iShares MSCI Canada ETF Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

iShares MSCI Canada ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.40% (+0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0223	22.35
$α$	0.1398	39.47
$β$	0.8508	263.26
$γ$	0.1591	19.74
$δ$	1.9273	41.10

Estimation Period:
Apr 16, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts