BMO MSCI EAFE Selection Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.18% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7865 | 13.35 | |
| 0.1093 | 11.76 | |
| 0.8981 | 146.44 | |
| 5.0643 | 4.38 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
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