Old Second Bancorp Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.67% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 10.57 | |
| 0.1222 | 29.03 | |
| 0.9952 | 1,597.44 | |
| -0.0328 | -9.43 |
Estimation Period:
Jan 5, 1994 to Feb 6, 2026
Jan 5, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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