Hilltop Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3965 | 22.70 | |
| 0.0789 | 11.01 | |
| 0.7693 | 112.04 | |
| 0.0925 | 3.91 |
Estimation Period:
Feb 12, 2004 to Feb 6, 2026
Feb 12, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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