Mackenzie Intrntnl EQ IN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.39% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 7.24 | |
| 0.0103 | 0.95 | |
| 0.8999 | 86.37 | |
| 0.0882 | 5.37 |
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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