Skip to main content
V-Lab

BNY Mellon High Yild Stra FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.08% (+0.86%)
Analysis last updated: Friday, February 6, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BNY Mellon High Yild Stra FD S0GARCH
paramt-stat
ω0.60645.34
α0.22498.05
β0.696226.77
γ1-0.0179-0.15
γ2-0.2185-1.07
γ30.38722.27
γ4-0.1141-0.70
γ5-0.1673-1.26
γ60.25102.24
γ7-0.2518-2.24
γ80.36203.56
γ9-0.4410-4.85
γ100.28083.95
Estimation Period:
Apr 27, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts