Old National Bancorp/IN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.56% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 15.50 | |
| 0.0787 | 22.14 | |
| 0.9156 | 415.80 | |
| 0.0114 | 2.13 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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