iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.33% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 17.10 | |
| 0.0207 | 10.89 | |
| 0.9182 | 499.32 | |
| 0.1028 | 21.62 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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