iShares MSCI Canada ETF AGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
16.76%
decreased by 0.81%
1 Week
16.97%
decreased by 0.60%
1 Month
17.71%
increased by 0.14%
Analysis last updated: Friday, April 10, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -2.62 | |
| 0.0742 | 39.21 | |
| 0.9130 | 488.51 | |
| 0.6747 | 32.03 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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