Mackenzie Globl Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.53% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 7.22 | |
| 0.1169 | 6.91 | |
| 0.7375 | 30.63 | |
| 0.4029 | 9.88 |
Estimation Period:
Jun 6, 2024 to Feb 6, 2026
Jun 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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