iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.43%
decreased by 0.59%
1 Week
16.53%
decreased by 0.49%
1 Month
16.91%
decreased by 0.11%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9073 | 6.65 | |
| 0.0732 | 37.81 | |
| 0.9920 | 808.47 | |
| 8.3208 | 5.58 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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