Orange County Bancorp Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.17% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5820 | 11.91 | |
| 0.1921 | 20.74 | |
| 0.7405 | 62.08 | |
| 0.2266 | 2.47 |
Estimation Period:
Aug 5, 2021 to Feb 6, 2026
Aug 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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