iShares MSCI Canada ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:15.76% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -4.36 | |
| 0.0763 | 40.37 | |
| 0.9121 | 491.97 | |
| 0.6790 | 33.77 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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