Nicolet Bankshares Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.22% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1615 | 10.25 | |
| 0.1200 | 11.15 | |
| 0.8410 | 77.72 | |
| 0.0105 | 0.72 |
Estimation Period:
May 20, 2013 to Feb 6, 2026
May 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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