Bank of New York Mellon Corp/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.10% (+3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3259 | 8.21 | |
| 0.0892 | 8.67 | |
| 0.8626 | 57.12 | |
| 0.0394 | 1.68 | |
| -0.0138 | -0.35 | |
| -0.0949 | -2.49 | |
| 0.1501 | 3.78 | |
| -0.1649 | -5.48 | |
| 0.1597 | 5.52 | |
| -0.1079 | -3.12 | |
| 0.0041 | 0.09 |
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
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