iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
16.78%
decreased by 0.75%
1 Week
17.01%
decreased by 0.52%
1 Month
17.86%
increased by 0.33%
Analysis last updated: Thursday, April 2, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8257 | 164.55 | |
| 0.1745 | 38.14 | |
| 0.0061 | 4.85 | |
| 0.0513 | 5.90 | |
| 0.9457 | 102.32 |
Estimation Period:
Apr 1, 1996 to Apr 2, 2026
Apr 1, 1996 to Apr 2, 2026
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