Mackenzie Canadian Strategic Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.87% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5754 | 3.23 | |
| 0.0863 | 3.56 | |
| 0.7832 | 14.51 | |
| -1.2290 | -1.00 | |
| 1.0865 | 0.60 | |
| 1.2291 | 1.24 | |
| -2.7336 | -3.84 | |
| 3.5421 | 5.90 | |
| -2.8729 | -5.88 | |
| 0.7900 | 1.78 | |
| 0.1819 | 0.43 | |
| 0.2220 | 0.67 |
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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