Bank of New York Mellon Corp/The APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.35%
decreased by 0.54%
1 Week
23.76%
decreased by 0.13%
1 Month
25.30%
increased by 1.41%
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 | |
|---|---|---|
| 0.0319 | 20.78 | |
| 0.0628 | 38.26 | |
| 0.9372 | 615.78 | |
| 0.6498 | 27.46 | |
| 1.0411 | 35.03 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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