V-Lab
Bank of New York Mellon Corp/The EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.16% (-0.55%)
Analysis last updated: Wednesday, April 17, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 9.24 | |
| 0.1148 | 38.53 | |
| 0.9855 | 915.85 | |
| -0.0686 | -24.83 |
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Jan 2, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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