BMO MSCI EAFE Selection Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.54% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 11.50 | |
| 0.0325 | 2.87 | |
| 0.8525 | 102.64 | |
| 0.1056 | 3.98 |
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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