V-Lab: BMO LOW Volatilty International EQ FD MF2-GARCH Volatility Analysis

V-Lab

BMO LOW Volatilty International EQ FD MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 6th, 2025:10.11% (-0.08%)

Analysis last updated: Friday, June 6, 2025 at 01:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.7814	43.21
$γ$	0.1340	14.30
$λ_{1}$	0.2749	0.18
$λ_{2}$	0.4219	0.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Sep 9, 2015 to Jun 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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