Old Second Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.14% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6942 | 8.78 | |
| 0.1217 | 10.61 | |
| 0.8272 | 49.87 | |
| 0.0750 | 1.23 | |
| 0.0081 | 0.08 | |
| -0.1682 | -2.29 | |
| 0.2539 | 3.49 | |
| -0.2383 | -2.18 | |
| -0.1377 | -0.96 | |
| 0.4078 | 3.49 | |
| -0.2414 | -3.36 | |
| 0.0479 | 0.65 | |
| -0.0162 | -0.27 |
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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