Bank of New York Mellon Corp/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.55% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3081 | 8.01 | |
| 0.0874 | 8.68 | |
| 0.8666 | 58.33 | |
| 0.0368 | 1.55 | |
| -0.0113 | -0.28 | |
| -0.0934 | -2.41 | |
| 0.1468 | 3.65 | |
| -0.1630 | -5.38 | |
| 0.1636 | 5.64 | |
| -0.1251 | -3.94 | |
| 0.0583 | 2.60 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of New York Mellon Corp/The Analyses
Other Zero Slope Spline-GARCH Analyses on Equities