OP Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.57% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 13.27 | |
| 0.1197 | 15.60 | |
| 0.8412 | 192.41 | |
| 0.0649 | 4.89 |
Estimation Period:
Jul 22, 2005 to Feb 6, 2026
Jul 22, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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