iShares MSCI Canada ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.21% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 19.57 | |
| 0.0860 | 34.53 | |
| 0.9078 | 398.34 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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