Ishares S&P/Tsx CDN PFD SHR EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.32% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0291 | -12.75 | |
| 0.2670 | 31.30 | |
| 0.9730 | 786.58 | |
| -0.0738 | -11.61 |
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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