iShares MSCI Canada ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.87% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0052 | -2.55 | |
| 0.0745 | 39.21 | |
| 0.9129 | 487.64 | |
| 0.6718 | 31.90 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Canada ETF Analyses
Other AGARCH Analyses on ETFs