BNY Mellon Active Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.68%
increased by 0.24%
1 Week
4.62%
increased by 0.18%
1 Month
4.45%
increased by 0.01%
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 | |
|---|---|---|
| 0.0715 | 4.14 | |
| 0.0445 | 0.74 | |
| 0.9132 | 10.27 | |
| 13.0918 | 0.06 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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