iShares MSCI Canada ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.66% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 4.93 | |
| 0.1337 | 36.53 | |
| 0.9835 | 950.27 | |
| -0.0915 | -27.56 |
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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