Bank of America Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:30.47% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0997 | 4.68 | |
| 0.0744 | 54.98 | |
| 0.9953 | 1,022.93 | |
| 6.1834 | 12.15 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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