Horizon Bancorp/IN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.91% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1285 | 18.83 | |
| 0.1104 | 17.75 | |
| 0.8517 | 202.69 | |
| 0.0437 | 4.00 |
Estimation Period:
Oct 14, 1996 to Feb 13, 2026
Oct 14, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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