iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:15.50% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9217 | 6.63 | |
| 0.0735 | 38.07 | |
| 0.9921 | 813.83 | |
| 8.3199 | 5.61 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
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