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	param	t-stat
$ω$	1.0738	4.17
$α$	0.2131	8.15
$β$	0.6765	17.70
$γ_{1}$	-0.2291	-0.80
$γ_{2}$	0.4606	1.11
$γ_{3}$	-0.2973	-1.54
$γ_{4}$	-0.0693	-0.35
$γ_{5}$	0.1452	0.67
$γ_{6}$	0.1134	0.56
$γ_{7}$	-0.1013	-0.58
$γ_{8}$	-0.2176	-1.45
$γ_{9}$	0.5073	3.35
$γ_{10}$	-0.7833	-3.61

V-Lab

Oak Valley Bancorp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.07% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oak Valley Bancorp Analyses