Live Oak Bancshares Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.44% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 8.31 | |
| 0.1069 | 15.80 | |
| 0.9831 | 543.15 | |
| -0.0428 | -7.28 |
Estimation Period:
Jul 23, 2015 to Feb 6, 2026
Jul 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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