Mackenzie GQE World Low Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.62% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1749 | 6.82 | |
| 0.0991 | 3.32 | |
| 0.3874 | 5.46 | |
| 0.1842 | 1.53 |
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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