Dime Community Bancshares Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.47% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 21.56 | |
| 0.1878 | 27.75 | |
| 0.9785 | 735.68 | |
| -0.0159 | -1.89 |
Estimation Period:
Jan 13, 1999 to Feb 6, 2026
Jan 13, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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