iShares MSCI Canada ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:17.79% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 4.91 | |
| 0.1333 | 36.49 | |
| 0.9836 | 951.21 | |
| -0.0915 | -27.58 |
Estimation Period:
Apr 1, 1996 to Feb 27, 2026
Apr 1, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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