BMO MSCI EAFE Selection Equity Index ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.01% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 13.10 | |
| 0.1167 | 12.53 | |
| 0.8100 | 70.01 |
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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