Community West Bancshares EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1264 | 23.07 | |
| 0.2936 | 38.55 | |
| 0.9519 | 361.67 | |
| -0.0419 | -5.23 |
Estimation Period:
Aug 3, 1995 to Feb 6, 2026
Aug 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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