Ishares S&P/Tsx CDN PFD SHR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.81% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6169 | 4.60 | |
| 0.2270 | 6.90 | |
| 0.6983 | 21.54 | |
| -0.9320 | -5.21 | |
| 1.2124 | 3.76 | |
| -0.4015 | -1.38 | |
| 0.6893 | 2.50 | |
| -1.2914 | -4.93 | |
| 1.1789 | 4.69 | |
| -0.6968 | -2.70 | |
| 0.5244 | 2.50 | |
| -0.6854 | -3.48 | |
| 0.6041 | 3.71 |
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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