Amen Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.24% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6660 | 15.37 | |
| 0.1744 | 7.89 | |
| 0.5760 | 11.05 | |
| 0.0057 | 2.56 | |
| -0.0046 | -1.56 |
Estimation Period:
Nov 20, 1998 to Feb 6, 2026
Nov 20, 1998 to Feb 6, 2026
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