BNY Mellon Active Core Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
5.08%
unchanged at 0.00%
1 Week
5.08%
unchanged at 0.00%
1 Month
5.08%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.8189 | 2.45 | |
| 0.0000 | 0.00 | |
| 0.9531 | 9.69 | |
| -2.5203 | -0.87 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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