BMO MSCI Canada Selection Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.00% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2194 | 6.01 | |
| 0.0801 | 10.38 | |
| 0.9060 | 64.61 | |
| 2.7896 | 9.61 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
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