V-Lab
Bank of New York Mellon Corp/The GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.00% (-0.47%)
Analysis last updated: Thursday, May 2, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 14.83 | |
| 0.0717 | 36.30 | |
| 0.9137 | 393.00 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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