iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.70% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 17.08 | |
| 0.0207 | 10.87 | |
| 0.9181 | 499.22 | |
| 0.1034 | 21.67 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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