Bank of New York Mellon Corp/The MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.69%
decreased by 0.71%
1 Week
24.01%
decreased by 0.39%
1 Month
24.73%
increased by 0.33%
Analysis last updated: Friday, June 12, 2026 at 11:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0226 | 10.84 | |
| 0.8465 | 213.77 | |
| 0.1201 | 28.32 | |
| 0.0370 | 4.26 | |
| 0.0449 | 5.42 | |
| 0.9448 | 92.66 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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