Ishares S&P/Tsx CDN DIV Aris MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.11% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0241 | 2.87 | |
| 0.7802 | 101.32 | |
| 0.2290 | 24.87 | |
| 0.0052 | 5.91 | |
| 0.0626 | 5.73 | |
| 0.9281 | 73.53 |
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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