iShares MSCI Canada ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.15% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0052 | -2.56 | |
| 0.0744 | 39.06 | |
| 0.9130 | 486.92 | |
| 0.6718 | 31.86 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Canada ETF Analyses
Other AGARCH Analyses on ETFs