Bank of New York Mellon Corp/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.37% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 1.85 | |
| 0.0672 | 46.10 | |
| 0.9142 | 518.87 | |
| 1.0393 | 30.88 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Bank of New York Mellon Corp/The Analyses
Other AGARCH Analyses on Equities