Mackenzie US LRG CP Eqty ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.58% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 10.92 | |
| 0.1019 | 15.10 | |
| 0.8535 | 117.79 |
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Jan 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mackenzie US LRG CP Eqty ETF Analyses
Other GARCH Analyses on ETFs