iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.20% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 18.93 | |
| 0.0217 | 11.41 | |
| 0.9170 | 495.92 | |
| 0.1053 | 22.46 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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