iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.04%
decreased by 0.57%
1 Week
16.09%
decreased by 0.52%
1 Month
16.27%
decreased by 0.34%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4301 | 8.19 | |
| 0.0869 | 7.95 | |
| 0.8987 | 85.18 | |
| 0.0010 | 4.38 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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