MSCI Canada Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.46% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 19.64 | |
| 0.0872 | 36.83 | |
| 0.9046 | 376.76 |
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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