Customers Bancorp Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.07% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.9386 | 7.92 | |
| 0.0734 | 57.45 | |
| 0.9990 | 7,511.28 | |
| 4.2450 | 29.19 |
Estimation Period:
Feb 21, 2012 to Feb 6, 2026
Feb 21, 2012 to Feb 6, 2026
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