CVB Financial Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.06% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0241 | 5.81 | |
| 0.1241 | 7.83 | |
| 0.8188 | 40.09 | |
| -0.0087 | -0.13 | |
| 0.0308 | 0.30 | |
| -0.0490 | -0.87 | |
| 0.0391 | 0.78 | |
| 0.0470 | 0.88 | |
| -0.2117 | -3.27 | |
| 0.2876 | 4.12 | |
| -0.2014 | -3.17 | |
| 0.1501 | 1.91 | |
| -0.1985 | -1.87 |
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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