V-Lab
Bank of New York Mellon Corp/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:20.23% (-0.37%)
Analysis last updated: Friday, May 3, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 13.41 | |
| 0.0229 | 13.78 | |
| 0.9236 | 515.97 | |
| 0.0837 | 17.64 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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