Mackenzi US LRG CP Eqty ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.04% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 5.50 | |
| 0.0000 | 0.00 | |
| 0.9100 | 128.35 | |
| 0.0887 | 4.29 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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