iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:16.37% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4347 | 8.17 | |
| 0.0877 | 7.97 | |
| 0.8978 | 84.73 | |
| 0.0011 | 4.43 |
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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