BMO MSCI Canada Selection Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.79% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 5.73 | |
| 0.0000 | 0.00 | |
| 0.9111 | 140.34 | |
| 0.1163 | 6.09 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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