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Mackenzie Intrntnl EQ IN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.18% (-0.53%)
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 SGARCH
paramt-stat
ω0.56511.53
α0.06361.90
β0.77737.03
γ1-1.7687-0.75
γ23.54421.12
γ3-4.3807-3.19
γ45.20345.59
γ5-4.6690-6.38
γ63.36325.18
γ7-1.6368-2.33
γ8-0.0007-0.00
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts