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

V-Lab

iShares MSCI Canada ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:11.01% (-0.25%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0187	18.78
$α$	0.0222	11.57
$β$	0.9168	493.19
$γ$	0.1047	22.20

Estimation Period:
Apr 1, 1996 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts