iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.87% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9210 | 6.58 | |
| 0.0734 | 38.03 | |
| 0.9921 | 815.89 | |
| 8.2942 | 5.64 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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