Mackenzie Globl Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.19% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5276 | 7.90 | |
| 0.1174 | 8.94 | |
| 0.8982 | 49.23 | |
| 6.7812 | 1.51 |
Estimation Period:
Jun 6, 2024 to Feb 6, 2026
Jun 6, 2024 to Feb 6, 2026
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