Macknz CN LRG CAP EQ IND ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.26% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 9.47 | |
| 0.0448 | 11.33 | |
| 0.9362 | 174.28 |
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Jan 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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