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V-Lab

Mackenzie Core PL Glbl Fixed Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.22% (-0.21%)
Analysis last updated: Tuesday, February 10, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie Core PL Glbl Fixed S0GARCH
paramt-stat
ω0.57494.03
α0.12123.25
β0.73069.88
γ1-2.0034-2.72
γ23.11562.70
γ3-1.4433-1.59
γ40.91101.24
γ5-1.9109-2.58
γ63.59994.28
γ7-4.6780-6.35
γ83.50005.07
γ9-1.4127-2.17
γ100.47571.12
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts