Home BancShares Inc/AR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.07% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1870 | 15.00 | |
| 0.0554 | 8.80 | |
| 0.8646 | 134.48 | |
| 0.0740 | 6.89 |
Estimation Period:
Jun 23, 2006 to Feb 13, 2026
Jun 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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