BMO Equal Weight US BKS Indx Asy. MEM Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.55%
decreased by 0.28%
1 Week
17.31%
increased by 0.48%
1 Month
19.65%
increased by 2.82%
Analysis last updated: Saturday, May 23, 2026 at 01:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 23.95 | |
| 0.1192 | 20.15 | |
| 0.7966 | 191.22 | |
| 0.1148 | 10.22 |
Estimation Period:
Feb 17, 2014 to May 15, 2026
Feb 17, 2014 to May 15, 2026
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