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	param	t-stat
$ω$	1.2490	4.87
$α$	0.2068	7.94
$β$	0.6925	18.18
$γ_{1}$	-0.0491	-0.20
$γ_{2}$	0.1773	0.46
$γ_{3}$	-0.1825	-0.88
$γ_{4}$	-0.1008	-0.89
$γ_{5}$	0.3007	3.00
$γ_{6}$	-0.1048	-1.13
$γ_{7}$	-0.1611	-1.75
$γ_{8}$	0.2440	2.76
$γ_{9}$	-0.1793	-2.66

V-Lab

Oak Valley Bancorp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.53% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oak Valley Bancorp Analyses