Metropolitan Bank Holding Corp. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.36% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 8.99 | |
| 0.2804 | 20.73 | |
| 0.9677 | 276.08 | |
| -0.0997 | -9.43 |
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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