Bank of New York Mellon Corp/The MEM Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.59%
decreased by 1.29%
1 Week
24.11%
decreased by 0.77%
1 Month
25.86%
increased by 0.98%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 10.91 | |
| 0.2003 | 48.30 | |
| 0.7815 | 252.27 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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