Mackenzie GQE Global Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.97% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1395 | 7.84 | |
| 0.0000 | 0.00 | |
| 0.7306 | 32.19 | |
| 0.3253 | 5.44 |
Estimation Period:
Sep 10, 2024 to Feb 13, 2026
Sep 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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