iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.56% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9172 | 6.79 | |
| 0.0736 | 38.67 | |
| 0.9922 | 852.42 | |
| 8.4561 | 5.60 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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