BMO Equal Weight US BKS Indx GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
21.04%
decreased by 1.05%
1 Week
21.98%
decreased by 0.11%
1 Month
24.05%
increased by 1.96%
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 | |
|---|---|---|
| 0.2380 | 19.95 | |
| 0.0371 | 8.22 | |
| 0.7803 | 116.59 | |
| 0.1935 | 10.56 |
Estimation Period:
Feb 17, 2014 to May 15, 2026
Feb 17, 2014 to May 15, 2026
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