BMO Equal Weight US BKS Indx GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
18.80%
increased by 1.02%
1 Week
19.42%
increased by 1.64%
1 Month
21.15%
increased by 3.37%
Analysis last updated: Tuesday, July 7, 2026 at 12:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4330 | 8.54 | |
| 0.0856 | 16.82 | |
| 0.9520 | 147.54 | |
| 5.8674 | 3.53 |
Estimation Period:
Feb 17, 2014 to Jul 3, 2026
Feb 17, 2014 to Jul 3, 2026
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