Orange County Bancorp Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.60% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3681 | 4.29 | |
| 0.1100 | 28.06 | |
| 0.9769 | 178.53 | |
| 3.2070 | 21.46 |
Estimation Period:
Aug 5, 2021 to Feb 6, 2026
Aug 5, 2021 to Feb 6, 2026
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