iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.12% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9306 | 6.63 | |
| 0.0735 | 38.76 | |
| 0.9923 | 842.37 | |
| 8.3367 | 5.67 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
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