iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
15.81%
decreased by 0.40%
1 Week
15.96%
decreased by 0.25%
1 Month
16.53%
increased by 0.32%
Analysis last updated: Saturday, May 2, 2026 at 02:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 17.09 | |
| 0.0202 | 10.67 | |
| 0.9184 | 500.23 | |
| 0.1033 | 21.82 |
Estimation Period:
Apr 1, 1996 to May 1, 2026
Apr 1, 1996 to May 1, 2026
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