Bank of America Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.25% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 4.31 | |
| 0.0865 | 39.18 | |
| 0.8969 | 425.08 | |
| 0.8245 | 30.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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