Amen Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.92% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 18.68 | |
| 0.1401 | 17.38 | |
| 0.7658 | 107.42 | |
| 0.0235 | 1.49 |
Estimation Period:
Nov 20, 1998 to Feb 6, 2026
Nov 20, 1998 to Feb 6, 2026
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