CVB Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.25% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0517 | 5.86 | |
| 0.1248 | 7.81 | |
| 0.8204 | 40.82 | |
| -0.0056 | -0.08 | |
| 0.0254 | 0.25 | |
| -0.0455 | -0.81 | |
| 0.0404 | 0.79 | |
| 0.0389 | 0.71 | |
| -0.1977 | -2.98 | |
| 0.2669 | 3.76 | |
| -0.1679 | -2.81 | |
| 0.0912 | 1.50 | |
| -0.0801 | -1.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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