Mackenzie Canadian Strategic Fixed Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.53% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5743 | 3.23 | |
| 0.0854 | 3.51 | |
| 0.7840 | 14.42 | |
| -1.2233 | -0.99 | |
| 1.0729 | 0.59 | |
| 1.2481 | 1.26 | |
| -2.7557 | -3.89 | |
| 3.5542 | 5.95 | |
| -2.8533 | -5.84 | |
| 0.7042 | 1.55 | |
| 0.4116 | 0.83 | |
| -0.4000 | -0.46 |
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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