Mackenzie GQE Global Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.45% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0710 | 3.80 | |
| 0.0946 | 5.64 | |
| 0.8585 | 24.21 | |
| 3.5913 | 1.96 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
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