iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:10.81% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4718 | 8.09 | |
| 0.0889 | 8.06 | |
| 0.8971 | 84.77 | |
| 0.0011 | 4.88 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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