Mackenzie DE Bond Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.14% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0628 | 0.31 | |
| 0.4563 | 1.43 | |
| -0.0628 | -0.30 | |
| 0.0066 | 0.01 | |
| 0.0385 | 0.01 | |
| 0.9114 | 0.12 |
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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