Mackenzie US LRG CP Eqty ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.43% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5541 | 4.40 | |
| 0.0974 | 33.78 | |
| 0.9810 | 212.53 | |
| 3.2204 | 24.75 |
Estimation Period:
Jan 24, 2018 to Feb 6, 2026
Jan 24, 2018 to Feb 6, 2026
Other Mackenzie US LRG CP Eqty ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs