BMO Equal Weight US BKS Indx GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
17.83%
increased by 0.10%
1 Week
19.43%
increased by 1.70%
1 Month
22.78%
increased by 5.05%
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 | |
|---|---|---|
| 0.2357 | 20.03 | |
| 0.0360 | 8.08 | |
| 0.7809 | 117.98 | |
| 0.1966 | 10.77 |
Estimation Period:
Feb 17, 2014 to Jul 3, 2026
Feb 17, 2014 to Jul 3, 2026
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