Bank of America Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.90% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 12.14 | |
| 0.0367 | 14.51 | |
| 0.9160 | 497.27 | |
| 0.0747 | 12.49 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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