MSCI Canada Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.79% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9403 | 6.89 | |
| 0.0789 | 36.39 | |
| 0.9906 | 708.58 | |
| 8.1736 | 5.80 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
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