Oak Valley Bancorp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.70% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1911 | 20.27 | |
| 0.4380 | 20.57 | |
| 0.0675 | 4.26 | |
| 1.9021 | 1.16 | |
| 0.7760 | 1.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 11, 1997 to Feb 6, 2026
Mar 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oak Valley Bancorp Analyses
Other MF2-GARCH Analyses on Equities