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Mackenzie Global INF IND ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.14% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 01:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie Global INF IND ETF S0GARCH
paramt-stat
ω1.52271.65
α0.00000.00
β0.84860.25
γ13.66640.61
γ2-2.7754-0.32
γ3-0.2338-0.05
γ4-4.2651-1.10
γ57.24342.31
γ6-7.0081-3.03
γ77.44253.35
γ8-8.0041-3.68
γ95.60123.85
Estimation Period:
Sep 30, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts