V-Lab: iShares MSCI Canada ETF GJR-GARCH Volatility Analysis

V-Lab

iShares MSCI Canada ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:11.23% (-0.14%)

Analysis last updated: Thursday, July 3, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	18.88
$α$	0.0222	11.55
$β$	0.9166	491.21
$γ$	0.1049	22.18

Estimation Period:
Apr 1, 1996 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts