Bank of America Corp AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.16%
decreased by 1.03%
1 Week
21.71%
decreased by 0.48%
1 Month
23.57%
increased by 1.38%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 4.38 | |
| 0.0857 | 39.14 | |
| 0.8977 | 429.74 | |
| 0.8225 | 30.18 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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