iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:12.33% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 18.93 | |
| 0.0216 | 11.42 | |
| 0.9170 | 498.11 | |
| 0.1051 | 22.44 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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