Bridgewater Bancshares, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.45% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 12.48 | |
| 0.0453 | 10.53 | |
| 0.9077 | 185.43 | |
| 0.0626 | 6.52 |
Estimation Period:
Mar 14, 2018 to Feb 13, 2026
Mar 14, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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