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V-Lab

Mackenzie DE Bond Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.36% (+0.11%)
Analysis last updated: Friday, February 13, 2026 at 12:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie DE Bond Index ETF S0GARCH
paramt-stat
ω0.00014.58
α0.05701.41
β0.00000.00
γ1-81.1103-7.92
γ298.97995.87
γ3-23.4216-2.37
γ45.90281.13
γ5-1.0077-0.30
γ61.82620.68
γ7-1.9105-0.87
γ81.93140.90
γ9-3.7420-1.62
γ104.18952.20
Estimation Period:
Sep 24, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts