Community Trust Bancorp Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.17% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 12.06 | |
| 0.1925 | 35.66 | |
| 0.9552 | 185.95 | |
| -0.0281 | -4.05 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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