V-Lab: iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis

V-Lab

iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:10.34% (-0.26%)

Analysis last updated: Wednesday, June 18, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9535	6.50
$α$	0.0739	38.84
$β$	0.9923	826.95
$ν$	8.2391	5.78

Estimation Period:
Apr 1, 1996 to Jun 18, 2025