Mackenzie GQE International Equity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.90% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1727 | 5.00 | |
| 0.1688 | 3.56 | |
| 0.5999 | 8.00 |
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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