Eagle Bancorp Montana Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.64% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1174 | 18.20 | |
| 0.1432 | 15.70 | |
| 0.8225 | 187.10 | |
| 0.0160 | 0.89 |
Estimation Period:
Apr 5, 2000 to Feb 13, 2026
Apr 5, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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