Mackenzie Intrntnl EQ IN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.18% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5651 | 1.53 | |
| 0.0636 | 1.90 | |
| 0.7773 | 7.03 | |
| -1.7687 | -0.75 | |
| 3.5442 | 1.12 | |
| -4.3807 | -3.19 | |
| 5.2034 | 5.59 | |
| -4.6690 | -6.38 | |
| 3.3632 | 5.18 | |
| -1.6368 | -2.33 | |
| -0.0007 | -0.00 |
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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