iShares MSCI Canada ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:16.22% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 19.16 | |
| 0.0867 | 34.53 | |
| 0.9078 | 399.38 |
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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