Mackenzi US LRG CP Eqty ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.45% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7189 | 2.43 | |
| 0.0560 | 2.18 | |
| 0.8316 | 13.56 | |
| -1.3557 | -0.95 | |
| 2.6212 | 1.29 | |
| -3.3061 | -2.30 | |
| 4.7742 | 3.36 | |
| -5.5225 | -5.08 | |
| 4.4206 | 5.25 | |
| -1.7366 | -2.20 | |
| -0.8032 | -0.65 |
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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