Mackenzie Core PL Glbl Fixed Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.14% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5671 | 4.02 | |
| 0.1227 | 3.27 | |
| 0.7245 | 9.35 | |
| -2.0681 | -2.83 | |
| 3.2181 | 2.81 | |
| -1.5106 | -1.68 | |
| 0.9637 | 1.33 | |
| -1.9487 | -2.66 | |
| 3.6106 | 4.34 | |
| -4.6273 | -6.32 | |
| 3.3145 | 4.80 | |
| -0.9166 | -1.29 | |
| -0.9021 | -0.84 |
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Apr 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mackenzie Core PL Glbl Fixed Analyses
Other Spline-GARCH Analyses on ETFs