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Ishares S&P/Tsx CDN PFD SHR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.81% (-0.19%)
Analysis last updated: Saturday, February 7, 2026 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares S&P/Tsx CDN PFD SHR S0GARCH
paramt-stat
ω0.61694.60
α0.22706.90
β0.698321.54
γ1-0.9320-5.21
γ21.21243.76
γ3-0.4015-1.38
γ40.68932.50
γ5-1.2914-4.93
γ61.17894.69
γ7-0.6968-2.70
γ80.52442.50
γ9-0.6854-3.48
γ100.60413.71
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts