Mackenzie GQE International Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.50% (+3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9843 | 5.62 | |
| 0.1667 | 0.85 | |
| 0.6020 | 1.91 | |
| 0.1836 | 0.24 |
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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