iShares MSCI Canada ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.09% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 19.58 | |
| 0.0856 | 34.46 | |
| 0.9080 | 398.61 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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