Bank of America Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.82% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1061 | 8.20 | |
| 0.0935 | 7.78 | |
| 0.8618 | 55.92 | |
| 0.0204 | 0.44 | |
| 0.0554 | 0.71 | |
| -0.1430 | -2.03 | |
| 0.0025 | 0.03 | |
| 0.2571 | 4.28 | |
| -0.3652 | -8.94 | |
| 0.2421 | 4.86 | |
| -0.0774 | -1.34 | |
| 0.0152 | 0.25 | |
| -0.0447 | -0.65 |
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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