Ishares S&P/Tsx CDN PFD SHR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.54% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1409 | 19.38 | |
| 0.6399 | 68.00 | |
| 0.2215 | 20.30 | |
| 0.0008 | 7.18 | |
| 0.0339 | 9.38 | |
| 0.9628 | 229.07 |
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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