BNY Mellon Active Core Bond ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
6.38%
increased by 1.66%
1 Week
6.28%
increased by 1.56%
1 Month
5.98%
increased by 1.26%
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 | |
|---|---|---|
| 0.0019 | 3.47 | |
| 0.0203 | 2.98 | |
| 0.9463 | 84.84 | |
| 0.2341 | 9.81 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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