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 Wednesday, July 30th, 2025:11.10% (-0.44%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9455	6.57
$α$	0.0738	38.84
$β$	0.9923	836.00
$ν$	8.2879	5.74

Estimation Period:
Apr 1, 1996 to Jul 25, 2025