Heritage Commerce Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.66% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0471 | 18.30 | |
| 0.8502 | 120.67 | |
| 0.0957 | 16.77 | |
| 0.0217 | 7.22 | |
| 0.0222 | 5.31 | |
| 0.9738 | 201.57 |
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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