Heritage Commerce Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.42% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 15.56 | |
| 0.0398 | 15.53 | |
| 0.9073 | 393.46 | |
| 0.0854 | 12.25 |
Estimation Period:
Jul 30, 1998 to Feb 6, 2026
Jul 30, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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