iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.73%
increased by 6.31%
1 Week
21.28%
increased by 5.86%
1 Month
20.09%
increased by 4.67%
Analysis last updated: Friday, June 5, 2026 at 10:15 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 | |
| 0.8253 | 164.77 | |
| 0.1750 | 38.31 | |
| 0.0061 | 4.86 | |
| 0.0510 | 5.93 | |
| 0.9460 | 103.37 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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