iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:10.76% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 18.91 | |
| 0.0218 | 11.49 | |
| 0.9169 | 498.06 | |
| 0.1051 | 22.42 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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