BMO Global Csmr Stpl HDG IDX AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.45% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 3.34 | |
| 0.0484 | 15.14 | |
| 0.9176 | 167.48 | |
| 0.5310 | 19.03 |
Estimation Period:
Apr 7, 2017 to Feb 6, 2026
Apr 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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