MSCI Canada Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.07% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 1.32 | |
| 0.1483 | 40.24 | |
| 0.9845 | 1,319.74 | |
| -0.0780 | -27.25 |
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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