Mackenzie Canadian Strategic Fixed Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.20% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 12.85 | |
| 0.0598 | 6.16 | |
| 0.8933 | 172.02 | |
| 0.0136 | 0.97 |
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Apr 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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