BMO MSCI EAFE Selection Equity Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.27% (-7.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7638 | 7,638,460.00 | |
| 0.0000 | 100.00 | |
| 0.4723 | 4,722,890.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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