Bank of New York Mellon Corp/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0204 | 10.11 | |
| 0.8528 | 223.00 | |
| 0.1191 | 28.65 | |
| 0.0360 | 4.29 | |
| 0.0431 | 5.49 | |
| 0.9469 | 98.26 |
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 MF2-GARCH Analyses on Equities