MSCI Canada Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.27% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1909 | 87.45 | |
| 0.1814 | 113.96 | |
| 0.6019 | 144.83 |
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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