iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.43% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4370 | 8.12 | |
| 0.0877 | 7.95 | |
| 0.8979 | 84.61 | |
| 0.0011 | 4.41 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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