iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.66% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9264 | 6.75 | |
| 0.0736 | 38.49 | |
| 0.9922 | 849.51 | |
| 8.4275 | 5.61 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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