Lake Shore Bancorp Inc/MD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.19% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 6.97 | |
| 0.0558 | 8.04 | |
| 0.9453 | 231.12 | |
| -0.0022 | -0.23 |
Estimation Period:
Apr 4, 2006 to Feb 6, 2026
Apr 4, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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