M&T Bank Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.26% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 13.47 | |
| 0.0411 | 16.20 | |
| 0.9262 | 489.04 | |
| 0.0523 | 9.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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