Commerce Bancshares Inc/MO EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.54% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 14.56 | |
| 0.1521 | 48.62 | |
| 0.9809 | 1,132.70 | |
| -0.0521 | -15.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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