Mackenzie Core PL Glbl Fixed GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.05% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 8.31 | |
| 0.0552 | 8.39 | |
| 0.9150 | 199.77 | |
| 0.0340 | 2.14 |
Estimation Period:
Apr 19, 2016 to Feb 13, 2026
Apr 19, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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