Mackenzie GQE Global Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.37% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8621 | 3.37 | |
| 0.1483 | 2.07 | |
| 0.6334 | 2.97 | |
| 7.3876 | 1.36 | |
| -17.4791 | -1.71 | |
| 23.2735 | 1.82 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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