Oak Valley Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.79% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2847 | 12.94 | |
| 0.1217 | 14.54 | |
| 0.8283 | 133.01 | |
| 0.0582 | 3.02 |
Estimation Period:
Mar 11, 1997 to Feb 13, 2026
Mar 11, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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