iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.26% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8298 | 175.73 | |
| 0.1771 | 39.12 | |
| 0.0065 | 4.83 | |
| 0.0604 | 5.84 | |
| 0.9365 | 85.57 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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