V-Lab
iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:11.91% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4695 | 7.98 | |
| 0.0893 | 8.01 | |
| 0.8968 | 84.04 | |
| 0.0012 | 4.73 |
Estimation Period:
Apr 1, 1996 to Jun 27, 2025
Apr 1, 1996 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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