V-Lab: iShares MSCI Canada ETF APARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Canada ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:14.81% (-0.50%)

Analysis last updated: Monday, April 22, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0196	28.43
$α$	0.0710	32.42
$β$	0.9290	486.13
$γ$	0.6718	26.76
$δ$	1.1353	39.07

Estimation Period:
Apr 1, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts