BNY Mellon Active Core Bond ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.59%
increased by 0.01%
1 Week
4.57%
decreased by 0.01%
1 Month
4.50%
decreased by 0.08%
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 | |
|---|---|---|
| -0.0499 | -2.74 | |
| -0.2349 | -2.52 | |
| 0.9818 | 2,993.23 | |
| -0.1353 | -2.12 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
Other BNY Mellon Active Core Bond ETF Analyses
Other EGARCH Analyses on ETFs