Mackenzie Intrntnl EQ IN ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.45% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5657 | 1.53 | |
| 0.0637 | 1.88 | |
| 0.7771 | 7.13 | |
| -1.7529 | -0.75 | |
| 3.5145 | 1.11 | |
| -4.3535 | -3.16 | |
| 5.1850 | 5.56 | |
| -4.6802 | -6.42 | |
| 3.4381 | 5.41 | |
| -1.8465 | -3.19 | |
| 0.5603 | 1.45 |
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Jan 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mackenzie Intrntnl EQ IN ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs