Arrow Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.96% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 20.08 | |
| 0.0829 | 22.79 | |
| 0.8889 | 406.08 | |
| 0.0364 | 5.12 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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