Oak Valley Bancorp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.36% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1516 | 19.06 | |
| 0.2998 | 28.13 | |
| 0.9418 | 285.92 | |
| -0.0323 | -3.68 |
Estimation Period:
Mar 11, 1997 to Feb 6, 2026
Mar 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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