Mackenzie CAN Eqty IND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.54% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 5.04 | |
| 0.0000 | 0.00 | |
| 0.9018 | 110.89 | |
| 0.1006 | 6.37 |
Estimation Period:
Jan 24, 2018 to Feb 13, 2026
Jan 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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