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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2756	18.11***
α ARCH Response to squared shocks	0.1387	17.59***
β GARCH Volatility persistence	0.8175	162.72***
γ leverage Additional response to negative shocks	0.0501	3.38***

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Community West Bancshares GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Community West Bancshares Analyses