Mackenzie US LRG CP Eqty ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.30% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0299 | -3.44 | |
| 0.0889 | 22.31 | |
| 0.8532 | 167.57 | |
| 1.0224 | 14.93 |
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Jan 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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