Bank OZK EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.12% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 14.08 | |
| 0.1505 | 28.07 | |
| 0.9737 | 558.61 | |
| -0.0474 | -9.16 |
Estimation Period:
Jul 17, 1997 to Feb 6, 2026
Jul 17, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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