BNY Mellon High Yild Stra FD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.25% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 24.69 | |
| 0.1142 | 13.91 | |
| 0.7901 | 114.77 | |
| 0.1641 | 9.25 |
Estimation Period:
Apr 27, 1998 to Feb 6, 2026
Apr 27, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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