V-Lab: iShares MSCI Canada ETF APARCH Volatility Analysis

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V-Lab

iShares MSCI Canada ETF APARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:19.34% (+3.63%)

Analysis last updated: Thursday, November 13, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0199	30.20
$α$	0.0725	34.46
$β$	0.9275	509.63
$γ$	0.6759	27.70
$δ$	1.1422	41.21

Estimation Period:
Apr 1, 1996 to Nov 7, 2025

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