Mackenzie DE Bond Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.36% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 4.58 | |
| 0.0570 | 1.41 | |
| 0.0000 | 0.00 | |
| -81.1103 | -7.92 | |
| 98.9799 | 5.87 | |
| -23.4216 | -2.37 | |
| 5.9028 | 1.13 | |
| -1.0077 | -0.30 | |
| 1.8262 | 0.68 | |
| -1.9105 | -0.87 | |
| 1.9314 | 0.90 | |
| -3.7420 | -1.62 | |
| 4.1895 | 2.20 |
Estimation Period:
Sep 24, 2020 to Feb 6, 2026
Sep 24, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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