iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.28%
increased by 4.82%
1 Week
19.35%
increased by 4.89%
1 Month
19.60%
increased by 5.14%
Analysis last updated: Friday, June 5, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 17.17 | |
| 0.0202 | 10.67 | |
| 0.9182 | 498.75 | |
| 0.1036 | 21.91 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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