BMO MSCI USA Selection Equity Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.48% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0000 | 0.00 | |
| 0.8770 | 287.91 | |
| 0.1684 | 44.26 | |
| 0.3959 | 0.06 | |
| 0.2222 | 0.06 | |
| 0.3908 | 0.04 |
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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