BMO Global Csmr Stpl HDG IDX MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.30% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8643 | 60.81 | |
| 0.0967 | 9.63 | |
| 0.1219 | 0.14 | |
| 0.1148 | 0.13 | |
| 0.6690 | 0.27 |
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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