Alerus Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.32% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6889 | 9.32 | |
| 0.0499 | 7.29 | |
| 0.7848 | 46.58 | |
| 0.0599 | 3.42 |
Estimation Period:
Sep 16, 2019 to Feb 6, 2026
Sep 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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