Bank of New York Mellon Corp/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.89% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 14.49 | |
| 0.0215 | 13.53 | |
| 0.9220 | 526.85 | |
| 0.0884 | 18.75 |
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 GJR-GARCH Analyses on Equities