Mackenzie CAN Agrt BND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.19% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 7.80 | |
| 0.0332 | 3.12 | |
| 0.9492 | 200.50 | |
| 0.0031 | 0.18 |
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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