Bank of America Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.29%
increased by 0.03%
1 Week
25.68%
increased by 0.42%
1 Month
26.85%
increased by 1.59%
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 | |
|---|---|---|
| 1.2168 | 8.41 | |
| 0.0906 | 7.68 | |
| 0.8692 | 60.58 | |
| 0.0642 | 2.39 | |
| -0.0433 | -0.91 | |
| -0.1141 | -3.12 | |
| 0.2239 | 8.91 | |
| -0.2351 | -7.09 | |
| 0.1584 | 4.90 | |
| -0.0734 | -2.85 | |
| 0.0232 | 1.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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