Mackenzie DE Bond Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:5.08% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.62 | |
| 0.0002 | 0.10 | |
| 0.9886 | 351.68 | |
| 0.0177 | 6.64 |
Estimation Period:
Sep 24, 2020 to Feb 13, 2026
Sep 24, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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