BMO MSCI USA Selection Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:132.29% (-9.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 59.4858 | 2.75 | |
| 0.0851 | 22.43 | |
| 0.9652 | 68.92 | |
| 2.0109 | 1,160.36 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
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