iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.14%
decreased by 0.67%
1 Week
14.30%
decreased by 0.51%
1 Month
14.87%
increased by 0.06%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9047 | 6.64 | |
| 0.0733 | 37.89 | |
| 0.9920 | 809.15 | |
| 8.3144 | 5.60 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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