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V-Lab

Mackenzie DE Bond Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.59% (0.00%)
Analysis last updated: Saturday, February 14, 2026 at 05:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Mackenzie DE Bond Index ETF SGARCH
paramt-stat
ω0.00001.00
α0.00000.00
β0.96280.00
γ1-127.1252-9.41
γ2154.00307.87
γ3-34.9809-3.57
γ410.28531.82
γ5-4.1719-1.08
γ63.76761.26
γ7-2.6545-1.11
γ81.96640.84
γ9-2.9134-1.07
γ101.56860.40
Estimation Period:
Sep 24, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts