Bank of New York Mellon Corp/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.59% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3281 | 8.18 | |
| 0.0910 | 8.75 | |
| 0.8603 | 56.74 | |
| 0.0395 | 1.69 | |
| -0.0143 | -0.36 | |
| -0.0940 | -2.46 | |
| 0.1491 | 3.73 | |
| -0.1644 | -5.44 | |
| 0.1604 | 5.55 | |
| -0.1105 | -3.19 | |
| 0.0106 | 0.23 |
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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