Ishares S&P/Tsx CDN PFD SHR AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.23% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 13.98 | |
| 0.1679 | 30.31 | |
| 0.8253 | 182.30 | |
| 0.0959 | 17.35 |
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Apr 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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