Old Second Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.88% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 7.78 | |
| 0.0399 | 19.24 | |
| 0.9400 | 344.83 | |
| 0.0360 | 6.88 |
Estimation Period:
Jan 5, 1994 to Feb 6, 2026
Jan 5, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Old Second Bancorp Inc Analyses
Other GJR-GARCH Analyses on Equities