iShares MSCI Canada ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.33% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8280 | 167.41 | |
| 0.1742 | 38.36 | |
| 0.0072 | 4.83 | |
| 0.0592 | 5.34 | |
| 0.9373 | 79.79 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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