BMO Global Csmr Stpl HDG IDX GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.57% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 9.47 | |
| 0.0000 | 0.00 | |
| 0.9283 | 176.41 | |
| 0.0738 | 9.50 |
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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