Mackenzie DE Bond Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.59% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 1.00 | |
| 0.0000 | 0.00 | |
| 0.9628 | 0.00 | |
| -127.1252 | -9.41 | |
| 154.0030 | 7.87 | |
| -34.9809 | -3.57 | |
| 10.2853 | 1.82 | |
| -4.1719 | -1.08 | |
| 3.7676 | 1.26 | |
| -2.6545 | -1.11 | |
| 1.9664 | 0.84 | |
| -2.9134 | -1.07 | |
| 1.5686 | 0.40 |
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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