Mackenzie Globl Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.76% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 6.77 | |
| 0.0000 | 0.00 | |
| 0.7417 | 36.57 | |
| 0.2141 | 4.29 |
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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