iShares MSCI Canada ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:18.08% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2574 | 6.77 | |
| 0.0891 | 7.81 | |
| 0.8943 | 80.95 | |
| -0.0036 | -1.70 | |
| 0.0110 | 2.52 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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