Skip to main content
V-Lab

Mackenzie Global INF IND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.06% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 12:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mackenzie Global INF IND ETF SGARCH
paramt-stat
ω1.41422.68
α0.00000.00
β0.98891.12
γ13.59300.16
γ2-2.8024-0.11
γ3-0.0889-0.02
γ4-4.3872-1.11
γ57.44672.02
γ6-7.3592-2.50
γ78.14533.08
γ8-9.6628-3.74
γ99.94363.75
Estimation Period:
Sep 30, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts