Bank of America Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.99% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1594 | 8.22 | |
| 0.0919 | 7.62 | |
| 0.8661 | 58.79 | |
| 0.0564 | 2.08 | |
| -0.0299 | -0.63 | |
| -0.1253 | -3.53 | |
| 0.2329 | 8.83 | |
| -0.2387 | -6.46 | |
| 0.1558 | 4.55 | |
| -0.0668 | -2.53 | |
| 0.0178 | 0.91 |
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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