iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:3.58% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.6167 | 6,167,200.00 | |
| 0.0000 | 100.00 | |
| 0.9596 | 9,596,370.00 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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