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Mackenzi US LRG CP Eqty ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.45% (+0.62%)
Analysis last updated: Friday, February 13, 2026 at 12:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzi US LRG CP Eqty ETF SGARCH
paramt-stat
ω0.71892.43
α0.05602.18
β0.831613.56
γ1-1.3557-0.95
γ22.62121.29
γ3-3.3061-2.30
γ44.77423.36
γ5-5.5225-5.08
γ64.42065.25
γ7-1.7366-2.20
γ8-0.8032-0.65
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts