Bank of New York Mellon Corp/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.14% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 10.22 | |
| 0.1155 | 39.52 | |
| 0.9848 | 973.13 | |
| -0.0725 | -26.50 |
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 EGARCH Analyses on Equities