Ishares S&P/Tsx CDN PFD SHR GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.92% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 22.17 | |
| 0.1830 | 29.50 | |
| 0.8170 | 171.60 |
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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