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BMO MSCI Global Selection Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.98% (+2.81%)
Analysis last updated: Saturday, February 7, 2026 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of BMO MSCI Global Selection Equity Index ETF S0GARCH
paramt-stat
ω0.98123.82
α0.09082.73
β0.783612.90
γ1-3.5056-2.84
γ27.07574.01
γ3-6.0297-4.77
γ42.89232.18
γ50.11110.07
γ6-0.8167-0.51
γ70.33130.37
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts