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V-Lab

Mackenzie Core PL Glbl Fixed Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.14% (-0.35%)
Analysis last updated: Wednesday, February 11, 2026 at 02:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie Core PL Glbl Fixed SGARCH
paramt-stat
ω0.56714.02
α0.12273.27
β0.72459.35
γ1-2.0681-2.83
γ23.21812.81
γ3-1.5106-1.68
γ40.96371.33
γ5-1.9487-2.66
γ63.61064.34
γ7-4.6273-6.32
γ83.31454.80
γ9-0.9166-1.29
γ10-0.9021-0.84
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts