MSCI Canada Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.16% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7448 | 4.81 | |
| 0.0947 | 8.79 | |
| 0.8743 | 74.06 | |
| 0.0191 | 0.48 | |
| 0.0212 | 0.37 | |
| -0.1388 | -3.75 | |
| 0.1956 | 5.70 | |
| -0.1797 | -6.22 | |
| 0.1210 | 4.01 | |
| -0.0202 | -0.63 | |
| -0.0356 | -0.70 |
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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