Bank of America Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.34% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1585 | 8.21 | |
| 0.0917 | 7.62 | |
| 0.8663 | 58.86 | |
| 0.0564 | 2.08 | |
| -0.0303 | -0.64 | |
| -0.1244 | -3.50 | |
| 0.2321 | 8.87 | |
| -0.2385 | -6.54 | |
| 0.1563 | 4.60 | |
| -0.0678 | -2.57 | |
| 0.0185 | 0.95 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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