iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:12.47% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4693 | 8.08 | |
| 0.0888 | 8.04 | |
| 0.8972 | 84.75 | |
| 0.0011 | 4.85 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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