Bank of New York Mellon Corp/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:30.60% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0219 | 10.66 | |
| 0.8506 | 219.62 | |
| 0.1194 | 28.54 | |
| 0.0366 | 4.37 | |
| 0.0431 | 5.47 | |
| 0.9468 | 97.79 |
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 MF2-GARCH Analyses on Equities