Old Second Bancorp Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.57% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.4397 | 4.27 | |
| 0.0848 | 64.34 | |
| 0.9958 | 1,082.34 | |
| 4.6618 | 23.07 |
Estimation Period:
Jan 5, 1994 to Feb 6, 2026
Jan 5, 1994 to Feb 6, 2026
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