iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.03%
decreased by 0.78%
1 Week
17.03%
decreased by 0.78%
1 Month
17.34%
decreased by 0.47%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM 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 | |
| 0.8259 | 165.07 | |
| 0.1742 | 38.23 | |
| 0.0061 | 4.85 | |
| 0.0509 | 5.91 | |
| 0.9461 | 103.39 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
Other iShares MSCI Canada ETF Analyses
Other MF2-GARCH Analyses on ETFs