Middlefield Banc Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.00% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3444 | 12.57 | |
| 0.2197 | 12.65 | |
| 0.7972 | 128.86 | |
| -0.1126 | -4.74 |
Estimation Period:
Jun 4, 2002 to Feb 6, 2026
Jun 4, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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