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

Skip to main content

V-Lab

iShares MSCI Canada ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:30.16% (+8.98%)

Analysis last updated: Monday, October 13, 2025 at 09:41 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
$λ_{1}$	0.2674	2,674,220.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9596	9,596,370.00

Estimation Period:
Apr 1, 1996 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts