iShares MSCI Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.14% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9195 | 6.64 | |
| 0.0735 | 38.06 | |
| 0.9921 | 814.50 | |
| 8.3260 | 5.60 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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