Bank of America Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.78%
decreased by 0.25%
1 Week
22.05%
increased by 0.02%
1 Month
23.10%
increased by 1.07%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 8.78 | |
| 0.1149 | 24.36 | |
| 0.9895 | 1,427.90 | |
| -0.0608 | -18.75 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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