iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.43% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4688 | 8.03 | |
| 0.0887 | 8.01 | |
| 0.8974 | 84.68 | |
| 0.0011 | 4.78 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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