Mackenzie Core PL Glbl Fixed GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.24% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1632 | 6.25 | |
| 0.0756 | 32.35 | |
| 0.9874 | 404.82 | |
| 4.2553 | 18.72 |
Estimation Period:
Apr 19, 2016 to Feb 13, 2026
Apr 19, 2016 to Feb 13, 2026
Other Mackenzie Core PL Glbl Fixed Analyses
Other GAS-GARCH Student T Analyses on ETFs