Mackenzie US LRG CP Eqty ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.16% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0413 | 5.79 | |
| 0.1071 | 4.68 | |
| 0.8502 | 31.46 | |
| 0.0053 | 0.92 |
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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