iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.76%
decreased by 0.54%
1 Week
16.89%
decreased by 0.41%
1 Month
17.37%
increased by 0.07%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 17.14 | |
| 0.0201 | 10.65 | |
| 0.9185 | 500.55 | |
| 0.1032 | 21.89 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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