iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.30% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9366 | 6.70 | |
| 0.0736 | 38.48 | |
| 0.9923 | 847.36 | |
| 8.3964 | 5.62 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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