Bank of New York Mellon Corp/The Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.17%
decreased by 0.20%
1 Week
23.18%
decreased by 0.19%
1 Month
23.21%
decreased by 0.16%
Analysis last updated: Friday, June 12, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2617 | 7.47 | |
| 0.0869 | 8.72 | |
| 0.8701 | 58.19 | |
| 0.0102 | 0.30 | |
| 0.0534 | 0.94 | |
| -0.1674 | -3.90 | |
| 0.1904 | 4.46 | |
| -0.1290 | -2.09 | |
| 0.0254 | 0.39 | |
| 0.0900 | 1.75 | |
| -0.1448 | -3.15 | |
| 0.0993 | 3.02 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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