Bank of America Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.41% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0353 | 16.25 | |
| 0.8706 | 225.36 | |
| 0.1012 | 26.74 | |
| 0.0086 | 8.24 | |
| 0.0212 | 4.64 | |
| 0.9765 | 193.36 |
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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