iShares MSCI Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:16.86% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 18.99 | |
| 0.0217 | 11.42 | |
| 0.9170 | 498.10 | |
| 0.1052 | 22.45 |
Estimation Period:
Apr 1, 1996 to Nov 28, 2025
Apr 1, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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