First Internet Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.65% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3938 | 16.95 | |
| 0.1162 | 14.03 | |
| 0.8293 | 144.07 | |
| 0.0433 | 2.81 |
Estimation Period:
Jan 10, 2005 to Feb 6, 2026
Jan 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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