iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.06% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4693 | 8.03 | |
| 0.0888 | 8.04 | |
| 0.8973 | 84.82 | |
| 0.0011 | 4.78 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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