iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:11.52% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9138 | 6.79 | |
| 0.0737 | 38.78 | |
| 0.9922 | 853.89 | |
| 8.4618 | 5.60 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
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