BMO LOW Volatilty International EQ FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.75% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 14.93 | |
| 0.0191 | 3.41 | |
| 0.8413 | 130.04 | |
| 0.1062 | 7.26 |
Estimation Period:
Sep 9, 2015 to Feb 6, 2026
Sep 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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