Mackenzie US LRG CP Eqty ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.84% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1427 | 5.43 | |
| 0.1075 | 4.71 | |
| 0.8506 | 31.87 | |
| 0.0234 | 1.31 |
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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