Mackenzie GQE International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.69% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7397 | 13.39 | |
| 0.0962 | 8.90 | |
| 0.8552 | 28.83 | |
| 7.9818 | 0.85 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
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