iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.21%
decreased by 0.35%
1 Week
14.77%
increased by 0.21%
1 Month
16.05%
increased by 1.49%
Analysis last updated: Friday, May 22, 2026 at 10:19 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 | |
| 0.8261 | 165.58 | |
| 0.1744 | 38.25 | |
| 0.0061 | 4.86 | |
| 0.0508 | 5.92 | |
| 0.9462 | 103.69 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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