Bank of America Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.59%
unchanged at 0.00%
1 Week
25.59%
unchanged at 0.00%
1 Month
25.59%
unchanged at 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 01:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5981 | 0.51 | |
| 0.0000 | 0.00 | |
| 0.9990 | 0.00 | |
| 200.0000 | 0.00 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
Other Bank of America Corp Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts