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Mackenzie Intrntnl EQ IN ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.45% (-0.49%)
Analysis last updated: Thursday, February 12, 2026 at 01:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie Intrntnl EQ IN ETF S0GARCH
paramt-stat
ω0.56571.53
α0.06371.88
β0.77717.13
γ1-1.7529-0.75
γ23.51451.11
γ3-4.3535-3.16
γ45.18505.56
γ5-4.6802-6.42
γ63.43815.41
γ7-1.8465-3.19
γ80.56031.45
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts