iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.26% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4685 | 8.06 | |
| 0.0888 | 8.04 | |
| 0.8972 | 84.76 | |
| 0.0011 | 4.80 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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