V-Lab
BMO LOW Volatilty International EQ FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:11.09% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5523 | 9.65 | |
| 0.1021 | 11.04 | |
| 0.8907 | 68.71 | |
| 4.2187 | 4.48 |
Estimation Period:
Sep 9, 2015 to Jun 2, 2025
Sep 9, 2015 to Jun 2, 2025
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