BMO Equal Weight US BKS Indx GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.69%
increased by 0.18%
1 Week
20.91%
increased by 1.40%
1 Month
23.54%
increased by 4.03%
Analysis last updated: Saturday, June 13, 2026 at 01:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2406 | 20.01 | |
| 0.0367 | 8.14 | |
| 0.7789 | 116.02 | |
| 0.1958 | 10.66 |
Estimation Period:
Feb 17, 2014 to Jun 12, 2026
Feb 17, 2014 to Jun 12, 2026
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