Bank of America Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.69% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0352 | 16.20 | |
| 0.8705 | 225.24 | |
| 0.1012 | 26.72 | |
| 0.0086 | 8.24 | |
| 0.0213 | 4.63 | |
| 0.9763 | 192.23 |
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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