Bank of America Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.32%
decreased by 0.23%
1 Week
21.80%
increased by 0.25%
1 Month
23.29%
increased by 1.74%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0350 | 16.19 | |
| 0.8713 | 227.19 | |
| 0.1002 | 26.75 | |
| 0.0085 | 8.29 | |
| 0.0212 | 4.67 | |
| 0.9765 | 194.75 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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