iShares MSCI Canada ETF APARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
15.66%
decreased by 0.62%
1 Week
15.89%
decreased by 0.39%
1 Month
16.75%
increased by 0.47%
Analysis last updated: Friday, May 8, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 29.83 | |
| 0.0707 | 33.52 | |
| 0.9286 | 514.72 | |
| 0.6765 | 27.36 | |
| 1.1518 | 41.37 |
Estimation Period:
Apr 1, 1996 to May 8, 2026
Apr 1, 1996 to May 8, 2026
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