Customers Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.39% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 5.98 | |
| 0.0400 | 9.11 | |
| 0.9334 | 223.35 | |
| 0.0336 | 3.60 |
Estimation Period:
Feb 21, 2012 to Feb 6, 2026
Feb 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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