Bank of New York Mellon Corp/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.24% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 1.48 | |
| 0.0662 | 46.08 | |
| 0.9154 | 526.98 | |
| 1.0499 | 31.07 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of New York Mellon Corp/The Analyses
Other AGARCH Analyses on Equities