iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:10.53% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8280 | 172.96 | |
| 0.1773 | 38.70 | |
| 0.0053 | 4.81 | |
| 0.0514 | 6.37 | |
| 0.9460 | 110.63 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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