BNY Mellon Active Core Bond ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.10%
decreased by 0.53%
1 Week
3.64%
increased by 1.01%
1 Month
6.97%
increased by 4.34%
Analysis last updated: Tuesday, July 7, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 21.01 | |
| 2.0000 | 1.62 | |
| 0.0000 | 0.00 | |
| -2.0000 | -1.62 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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