Mackenzie Core PL Glbl Fixed Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.22% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5749 | 4.03 | |
| 0.1212 | 3.25 | |
| 0.7306 | 9.88 | |
| -2.0034 | -2.72 | |
| 3.1156 | 2.70 | |
| -1.4433 | -1.59 | |
| 0.9110 | 1.24 | |
| -1.9109 | -2.58 | |
| 3.5999 | 4.28 | |
| -4.6780 | -6.35 | |
| 3.5000 | 5.07 | |
| -1.4127 | -2.17 | |
| 0.4757 | 1.12 |
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Apr 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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