MetroCity Bankshares Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.00% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2550 | 8.30 | |
| 0.1002 | 5.57 | |
| 0.8708 | 85.37 | |
| -0.0265 | -0.93 |
Estimation Period:
Feb 20, 2017 to Feb 6, 2026
Feb 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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