Mackenzie CAN Eqty IND ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.83% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0111 | -0.35 | |
| 0.0464 | 4.55 | |
| 0.9433 | 56.92 | |
| -0.1894 | -21.70 |
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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