BMO Global Csmr Stpl HDG IDX EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.77% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0128 | -2.56 | |
| 0.0882 | 13.16 | |
| 0.9585 | 220.55 | |
| -0.0995 | -13.13 |
Estimation Period:
Apr 7, 2017 to Feb 13, 2026
Apr 7, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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