BMO Equal Weight US BKS Indx GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
22.39%
decreased by 1.29%
1 Week
22.63%
decreased by 1.05%
1 Month
23.31%
decreased by 0.37%
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 | |
|---|---|---|
| 2.4512 | 8.56 | |
| 0.0860 | 16.75 | |
| 0.9517 | 146.92 | |
| 5.8738 | 3.53 |
Estimation Period:
Feb 17, 2014 to May 15, 2026
Feb 17, 2014 to May 15, 2026
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