Mackenzie Canadian Strategic Fixed Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:559.81% (-75.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 17.00 | |
| 0.1085 | 131.98 | |
| 0.9990 | 16,377.05 | |
| 2.0000 | 20,000,260.00 |
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Apr 19, 2016 to Feb 6, 2026
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