Metropolitan Bank Holding Corp. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.31% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1325 | 4.79 | |
| 0.1162 | 23.11 | |
| 0.9669 | 147.69 | |
| 4.0707 | 8.85 |
Estimation Period:
Nov 8, 2017 to Feb 6, 2026
Nov 8, 2017 to Feb 6, 2026
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