Mackenzie Globl Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.21% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9291 | 4.90 | |
| 0.1280 | 1.58 | |
| 0.6432 | 3.85 | |
| 5.1564 | 1.60 | |
| -11.7501 | -2.01 | |
| 16.2123 | 2.56 |
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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