Bank of New York Mellon Corp/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.51%
increased by 0.12%
1 Week
26.66%
increased by 0.27%
1 Month
27.22%
increased by 0.83%
Analysis last updated: Friday, June 12, 2026 at 11:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4707 | 4.53 | |
| 0.0709 | 35.71 | |
| 0.9905 | 467.67 | |
| 5.1371 | 10.48 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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