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Mackenzie Canadian Strategic Fixed Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.53% (-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 SGARCH
paramt-stat
ω0.57433.23
α0.08543.51
β0.784014.42
γ1-1.2233-0.99
γ21.07290.59
γ31.24811.26
γ4-2.7557-3.89
γ53.55425.95
γ6-2.8533-5.84
γ70.70421.55
γ80.41160.83
γ9-0.4000-0.46
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts