Dime Community Bancshares Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.54% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 14.92 | |
| 0.0575 | 14.86 | |
| 0.9262 | 444.44 | |
| 0.0285 | 4.34 |
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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