iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.16% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8262 | 165.11 | |
| 0.1747 | 37.95 | |
| 0.0062 | 4.87 | |
| 0.0517 | 5.86 | |
| 0.9453 | 100.96 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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