iShares MSCI Canada ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:19.06% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2584 | 6.75 | |
| 0.0892 | 7.82 | |
| 0.8944 | 81.05 | |
| -0.0037 | -1.71 | |
| 0.0112 | 2.55 |
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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