iShares MSCI Canada ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.41% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 4.95 | |
| 0.1342 | 36.54 | |
| 0.9835 | 949.30 | |
| -0.0917 | -27.56 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Canada ETF Analyses
Other EGARCH Analyses on ETFs