HomeTrust Bancshares Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.71% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 11.02 | |
| 0.1835 | 23.68 | |
| 0.9869 | 795.87 | |
| -0.0382 | -5.41 |
Estimation Period:
Jul 11, 2012 to Feb 6, 2026
Jul 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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