iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.28% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 18.93 | |
| 0.0216 | 11.41 | |
| 0.9171 | 497.60 | |
| 0.1052 | 22.45 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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