V-Lab
Pacific Mercantile Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 19th, 2021:32.46% (-0.69%)
Analysis last updated: Monday, October 18, 2021 at 09:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 7.11 | |
| 0.0714 | 10.31 | |
| 0.8843 | 205.03 | |
| 0.0580 | 3.69 |
Estimation Period:
Jan 26, 2000 to Oct 15, 2021
Jan 26, 2000 to Oct 15, 2021
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