Bank of New York Mellon Corp/The GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.24%
decreased by 0.08%
1 Week
24.54%
increased by 0.22%
1 Month
25.61%
increased by 1.29%
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 | |
|---|---|---|
| 0.0671 | 15.83 | |
| 0.0745 | 37.41 | |
| 0.9095 | 387.86 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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