Bank of New York Mellon Corp/The EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.26%
decreased by 0.46%
1 Week
23.60%
decreased by 0.12%
1 Month
24.92%
increased by 1.20%
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 | |
|---|---|---|
| 0.0264 | 10.31 | |
| 0.1151 | 39.56 | |
| 0.9848 | 980.92 | |
| -0.0724 | -26.59 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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