Bank of New York Mellon Corp/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.51% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 14.67 | |
| 0.0224 | 13.84 | |
| 0.9206 | 518.96 | |
| 0.0890 | 18.69 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Bank of New York Mellon Corp/The Analyses
Other GJR-GARCH Analyses on Equities