Ishares S&P/Tsx CDN PFD SHR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.60% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3188 | 4.85 | |
| 0.1382 | 51.48 | |
| 0.9853 | 340.46 | |
| 4.0287 | 23.33 |
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Apr 10, 2007 to Feb 6, 2026
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