Metropolitan Bank Holding Corp. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.79% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 3.54 | |
| 0.1264 | 20.89 | |
| 0.8556 | 159.93 | |
| 1.2390 | 15.64 |
Estimation Period:
Nov 8, 2017 to Feb 6, 2026
Nov 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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