Mackenzie Globl Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.98% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6360 | 3.80 | |
| 0.0910 | 1.13 | |
| 0.6000 | 1.65 | |
| -13.9904 | -1.56 | |
| 28.8063 | 1.98 | |
| -35.7587 | -3.00 | |
| 37.1722 | 3.62 | |
| -21.1083 | -3.12 |
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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