AmeriServ Financial Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.55% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 22.66 | |
| 0.1214 | 22.09 | |
| 0.8572 | 269.40 | |
| 0.0428 | 3.94 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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