Bank of New York Mellon Corp/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.03% (+3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5176 | 4.46 | |
| 0.0704 | 36.10 | |
| 0.9908 | 474.52 | |
| 5.1036 | 10.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
Other Bank of New York Mellon Corp/The Analyses
Other GAS-GARCH Student T Analyses on Equities