Catalyst Bancorp Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.33% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 10.03 | |
| 0.5542 | 28.88 | |
| 0.9211 | 171.37 | |
| -0.0814 | -4.40 |
Estimation Period:
Oct 13, 2021 to Feb 13, 2026
Oct 13, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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