BNY Mellon Active Core Bond ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.97%
unchanged at 0.00%
1 Week
4.98%
increased by 0.01%
1 Month
5.01%
increased by 0.04%
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 | |
|---|---|---|
| 0.0020 | 0.08 | |
| 0.0000 | 0.00 | |
| 0.9815 | 0.51 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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