iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.44% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9276 | 6.67 | |
| 0.0734 | 38.64 | |
| 0.9923 | 845.94 | |
| 8.3672 | 5.64 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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