V-Lab: iShares MSCI Canada ETF MF2-GARCH Volatility Analysis

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V-Lab

iShares MSCI Canada ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:22.32% (+0.34%)

Analysis last updated: Friday, November 21, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.2729	2,729,230.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9596	9,596,370.00

Estimation Period:
Apr 1, 1996 to Nov 21, 2025

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