Live Oak Bancshares Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.83% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8705 | 3.86 | |
| 0.0608 | 25.34 | |
| 0.9870 | 283.23 | |
| 4.1440 | 9.49 |
Estimation Period:
Jul 23, 2015 to Feb 6, 2026
Jul 23, 2015 to Feb 6, 2026
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