Mackenzie Unconstrained Bond EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.10% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1564 | -12.00 | |
| 0.2728 | 16.08 | |
| 0.9144 | 141.18 | |
| -0.0207 | -1.21 |
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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