Bank of New York Mellon Corp/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.61% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5443 | 4.46 | |
| 0.0709 | 36.04 | |
| 0.9907 | 470.88 | |
| 5.0967 | 10.70 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other Bank of New York Mellon Corp/The Analyses
Other GAS-GARCH Student T Analyses on Equities