BMO MSCI USA Selection Equity Index ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.11% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0909 | -10.71 | |
| 0.0585 | 23.79 | |
| 0.8632 | 165.58 | |
| 1.7437 | 28.89 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BMO MSCI USA Selection Equity Index ETF Analyses
Other AGARCH Analyses on ETFs