Mackenzie GQE World Low Volatility ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.88% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3380 | -3.01 | |
| 0.2995 | 5.24 | |
| 0.6025 | 4.81 | |
| -0.1079 | -2.11 |
Estimation Period:
Feb 20, 2024 to Feb 6, 2026
Feb 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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