iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
15.12%
increased by 0.42%
1 Week
15.30%
increased by 0.60%
1 Month
15.94%
increased by 1.24%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 17.12 | |
| 0.0205 | 10.79 | |
| 0.9182 | 498.74 | |
| 0.1031 | 21.70 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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