Metropolitan Bank Holding Corp. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.19% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2826 | 11.65 | |
| 0.0621 | 10.90 | |
| 0.8484 | 121.71 | |
| 0.1486 | 7.66 |
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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