Orange County Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.09% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3857 | 11.12 | |
| 0.1317 | 9.18 | |
| 0.8014 | 85.60 | |
| 0.0505 | 1.76 |
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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