iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.77%
decreased by 0.56%
1 Week
13.89%
decreased by 0.44%
1 Month
14.34%
increased by 0.01%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4310 | 8.19 | |
| 0.0869 | 7.93 | |
| 0.8987 | 85.06 | |
| 0.0010 | 4.40 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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