Bank of America Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.97%
decreased by 0.06%
1 Week
21.35%
increased by 0.32%
1 Month
22.70%
increased by 1.67%
Analysis last updated: Friday, June 12, 2026 at 11:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 12.18 | |
| 0.0366 | 14.52 | |
| 0.9163 | 499.63 | |
| 0.0740 | 12.45 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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