iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.45% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4703 | 8.03 | |
| 0.0888 | 7.99 | |
| 0.8973 | 84.40 | |
| 0.0011 | 4.79 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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