iShares MSCI Canada ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.31% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2587 | 6.74 | |
| 0.0892 | 7.80 | |
| 0.8944 | 80.88 | |
| -0.0037 | -1.72 | |
| 0.0112 | 2.54 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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