Old Second Bancorp Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.28% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5958 | 8.27 | |
| 0.1233 | 10.57 | |
| 0.8236 | 48.13 | |
| 0.0592 | 0.97 | |
| 0.0303 | 0.30 | |
| -0.1811 | -2.49 | |
| 0.2670 | 3.74 | |
| -0.2504 | -2.33 | |
| -0.1304 | -0.92 | |
| 0.4086 | 3.56 | |
| -0.2502 | -3.40 | |
| 0.0657 | 0.76 | |
| -0.0537 | -0.44 |
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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