BMO Equal Weight US BKS Indx GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
22.88%
decreased by 1.55%
1 Week
23.46%
decreased by 0.97%
1 Month
24.65%
increased by 0.22%
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 | |
|---|---|---|
| 0.2765 | 20.59 | |
| 0.1472 | 17.92 | |
| 0.7483 | 80.99 |
Estimation Period:
Feb 17, 2014 to May 15, 2026
Feb 17, 2014 to May 15, 2026
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