V-Lab
iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:12.38% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4635 | 7.91 | |
| 0.0880 | 7.80 | |
| 0.8985 | 83.14 | |
| 0.0012 | 4.63 |
Estimation Period:
Apr 1, 1996 to May 30, 2025
Apr 1, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
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