iShares MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.59%
decreased by 0.76%
1 Week
16.62%
decreased by 0.73%
1 Month
16.74%
decreased by 0.61%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4313 | 8.17 | |
| 0.0872 | 7.96 | |
| 0.8984 | 85.05 | |
| 0.0010 | 4.37 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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