HomeTrust Bancshares Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.16% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 9.72 | |
| 0.0586 | 14.68 | |
| 0.9271 | 268.81 | |
| 0.0285 | 3.33 |
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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