Fidelity D & D Bancorp, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.50% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2820 | 14.75 | |
| 0.1274 | 12.90 | |
| 0.8704 | 156.75 | |
| -0.0537 | -3.84 |
Estimation Period:
Sep 25, 1996 to Feb 6, 2026
Sep 25, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity D & D Bancorp, Inc. Analyses
Other GJR-GARCH Analyses on Equities