MSCI Canada Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.30% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 3.24 | |
| 0.0818 | 39.67 | |
| 0.9044 | 432.50 | |
| 0.3876 | 31.90 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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