iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:18.94% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9400 | 6.69 | |
| 0.0737 | 38.50 | |
| 0.9923 | 845.91 | |
| 8.3861 | 5.63 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
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