US Bancorp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.66% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 11.35 | |
| 0.1587 | 47.95 | |
| 0.9885 | 1,542.17 | |
| -0.0690 | -19.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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