Bank of New York Mellon Corp/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.94%
decreased by 0.38%
1 Week
23.32%
decreased by 0.00%
1 Month
24.67%
increased by 1.35%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 14.81 | |
| 0.0227 | 13.99 | |
| 0.9201 | 516.33 | |
| 0.0888 | 18.61 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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