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Mackenzie Canadian Strategic Fixed Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.87% (-0.01%)
Analysis last updated: Wednesday, February 11, 2026 at 02:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie Canadian Strategic Fixed Income ETF S0GARCH
paramt-stat
ω0.57543.23
α0.08633.56
β0.783214.51
γ1-1.2290-1.00
γ21.08650.60
γ31.22911.24
γ4-2.7336-3.84
γ53.54215.90
γ6-2.8729-5.88
γ70.79001.78
γ80.18190.43
γ90.22200.67
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts