Ishares S&P/Tsx CDN DIV Aris EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.78% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0143 | -6.88 | |
| 0.2060 | 21.07 | |
| 0.9703 | 611.81 | |
| -0.1183 | -17.69 |
Estimation Period:
Sep 8, 2006 to Feb 6, 2026
Sep 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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