Orange County Bancorp Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.21% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1775 | 15.77 | |
| 0.3101 | 22.89 | |
| 0.9185 | 163.12 | |
| -0.0365 | -2.68 |
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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