Mackenzie GQE International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9537 | 5.67 | |
| 0.1679 | 0.88 | |
| 0.5980 | 1.90 | |
| 0.0062 | 0.04 |
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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