Mechanics Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.21% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 2.24 | |
| 0.0044 | 2.32 | |
| 0.9740 | 390.37 | |
| 0.0407 | 8.55 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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