ConnectOne Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.73% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1225 | 21.67 | |
| 0.1014 | 16.43 | |
| 0.8538 | 251.80 | |
| 0.0600 | 5.73 |
Estimation Period:
Jun 4, 1996 to Feb 6, 2026
Jun 4, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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