Commerce Bancshares Inc/MO GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.80% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 23.69 | |
| 0.0496 | 22.68 | |
| 0.9024 | 446.08 | |
| 0.0621 | 11.29 |
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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