BNY Mellon Active Core Bond ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
6.69%
increased by 2.44%
1 Week
21,965,801,528.74%
increased by 21,965,801,524.49%
1 Month
31,146,274,897,650,280,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 31,146,274,897,650,280,000,000,000,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.01 | |
| 0.2714 | 43.26 | |
| 0.4115 | 31.47 | |
| 0.0000 | 0.01 | |
| 1.0000 | 13.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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