Orrstown Financial Services Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.93% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 11.73 | |
| 0.1089 | 16.12 | |
| 0.8791 | 169.00 | |
| 0.0013 | 0.12 |
Estimation Period:
Jul 22, 1998 to Feb 6, 2026
Jul 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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