iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.51% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4698 | 8.04 | |
| 0.0887 | 8.01 | |
| 0.8974 | 84.61 | |
| 0.0011 | 4.81 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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