Bank of America Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.61% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1068 | 8.20 | |
| 0.0935 | 7.79 | |
| 0.8617 | 55.94 | |
| 0.0205 | 0.45 | |
| 0.0553 | 0.71 | |
| -0.1430 | -2.03 | |
| 0.0025 | 0.03 | |
| 0.2570 | 4.28 | |
| -0.3651 | -8.94 | |
| 0.2420 | 4.86 | |
| -0.0771 | -1.34 | |
| 0.0145 | 0.24 | |
| -0.0421 | -0.62 |
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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